+3,231.7%
CLS vs DECK
+22,572.7%
-19,341.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.6% |
| 7D | +4.6% | -2.2% | +6.8% | +5.0% |
| 30D | -13.9% | -13.6% | -0.3% | -12.0% |
| 3M | -26.6% | -21.2% | -5.3% | -24.0% |
| 6M | +15.4% | -21.1% | +36.5% | +19.4% |
| YTD | +5.7% | -17.2% | +22.9% | +7.6% |
| 1Y | +41.1% | -30.7% | +71.9% | +46.7% |
| 3Y | +1,228.6% | -3.4% | +1,231.9% | +1,201.7% |
| 5Y | +3,240.6% | +25.5% | +3,215.1% | +3,006.6% |
| 10Y | +2,760.3% | +714.7% | +2,045.7% | +1,926.8% |
| All | +3,231.7% | +22,572.7% | -19,341.0% | +1,711.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling