+71.0%
CME vs DECK
+25.8%
+45.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | +3.7% | +6.0% | -2.4% | +3.5% |
| 30D | +13.7% | +7.4% | +6.3% | +13.5% |
| 3M | +16.6% | -11.7% | +28.2% | +16.8% |
| 6M | +8.2% | -11.0% | +19.1% | +8.3% |
| YTD | +16.3% | -15.4% | +31.7% | +16.5% |
| 1Y | +19.1% | +7.2% | +11.8% | +18.6% |
| 3Y | +67.4% | -11.8% | +79.2% | +61.2% |
| 5Y | +71.0% | +24.3% | +46.6% | +62.4% |
| All | +71.0% | +25.8% | +45.2% | +62.4% |
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