+2,134.5%
CLS vs DECK
+31.2%
+2,103.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +6.0% | -15.0% | -10.9% |
| 7D | -21.1% | +10.4% | -31.5% | -23.8% |
| 30D | -38.2% | +11.1% | -49.3% | -40.5% |
| 3M | -36.3% | -10.8% | -25.5% | -34.5% |
| 6M | -43.8% | -8.7% | -35.1% | -43.2% |
| YTD | -20.0% | -14.0% | -6.0% | -18.9% |
| 1Y | -29.6% | +12.0% | -41.6% | -35.6% |
| 3Y | +821.3% | -10.5% | +831.8% | +775.2% |
| 5Y | +2,134.5% | +28.5% | +2,106.0% | +1,744.2% |
| All | +2,134.5% | +31.2% | +2,103.3% | +1,744.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling