+328.9%
CME vs DECK
+874.1%
-545.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.3% |
| 7D | +0.9% | +5.8% | -4.8% | +0.3% |
| 30D | +13.2% | +7.9% | +5.3% | +12.2% |
| 3M | +16.3% | -11.4% | +27.7% | +17.7% |
| 6M | +7.1% | -16.6% | +23.7% | +8.9% |
| YTD | +15.8% | -16.4% | +32.2% | +17.0% |
| 1Y | +17.1% | +8.6% | +8.4% | +14.5% |
| 3Y | +63.2% | -15.1% | +78.3% | +55.3% |
| 5Y | +70.2% | +22.9% | +47.3% | +47.0% |
| All | +328.9% | +874.1% | -545.2% | +148.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling