+383.6%
CMG vs DECK
+938.4%
-554.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.3% | -0.5% | +2.5% |
| 7D | +8.6% | +6.4% | +2.2% | +6.6% |
| 30D | +13.1% | +9.1% | +4.0% | +10.1% |
| 3M | +9.0% | -7.2% | +16.2% | +11.3% |
| 6M | +10.0% | -9.9% | +20.0% | +12.8% |
| YTD | -3.4% | -12.8% | +9.4% | -1.2% |
| 1Y | +16.8% | +10.6% | +6.2% | +10.5% |
| 3Y | -14.7% | -13.8% | -0.9% | -20.0% |
| 5Y | -1.5% | +27.6% | -29.1% | -23.4% |
| 10Y | +383.6% | +887.0% | -503.4% | +102.1% |
| All | +383.6% | +938.4% | -554.8% | +102.1% |
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