+72.4%
CME vs DECK
+31.2%
+41.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.0% | -4.6% | +1.3% |
| 7D | +4.8% | +10.4% | -5.5% | +4.6% |
| 30D | +14.2% | +11.1% | +3.1% | +13.9% |
| 3M | +17.9% | -10.8% | +28.7% | +18.1% |
| 6M | +7.2% | -8.7% | +16.0% | +7.4% |
| YTD | +16.7% | -14.0% | +30.8% | +16.9% |
| 1Y | +19.6% | +12.0% | +7.5% | +18.9% |
| 3Y | +67.9% | -10.5% | +78.4% | +61.7% |
| 5Y | +72.4% | +28.5% | +43.9% | +62.3% |
| All | +72.4% | +31.2% | +41.2% | +62.3% |
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