-1.4%
CMG vs DECK
+25.8%
-27.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | +13.2% | +6.0% | +7.2% | +11.2% |
| 30D | +14.6% | +7.4% | +7.1% | +12.2% |
| 3M | +2.6% | -11.7% | +14.3% | +6.2% |
| 6M | +9.6% | -11.0% | +20.5% | +12.5% |
| YTD | -4.3% | -15.4% | +11.0% | -1.4% |
| 1Y | +10.7% | +7.2% | +3.5% | +5.8% |
| 3Y | -13.3% | -11.8% | -1.4% | -23.3% |
| 5Y | -1.4% | +24.3% | -25.7% | -31.6% |
| All | -1.4% | +25.8% | -27.1% | -31.6% |
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