+19.1%
CME vs DECK
+10.4%
+8.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | +3.7% | +6.0% | -2.4% | +3.7% |
| 30D | +13.7% | +7.4% | +6.3% | +13.7% |
| 3M | +16.6% | -11.7% | +28.2% | +16.0% |
| 6M | +8.2% | -11.0% | +19.1% | +8.2% |
| YTD | +16.3% | -15.4% | +31.7% | +16.8% |
| 1Y | +19.1% | +7.2% | +11.8% | +20.7% |
| All | +19.1% | +10.4% | +8.7% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling