-4.4%
CMG vs DECK
+23.3%
-27.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.4% |
| 7D | +8.0% | +5.8% | +2.2% | +6.2% |
| 30D | +11.9% | +7.9% | +4.0% | +9.5% |
| 3M | +2.1% | -11.4% | +13.5% | +5.6% |
| 6M | +5.2% | -16.6% | +21.7% | +10.1% |
| YTD | -6.9% | -16.4% | +9.4% | -3.7% |
| 1Y | +12.7% | +8.6% | +4.0% | +7.1% |
| 3Y | -16.8% | -15.1% | -1.7% | -25.3% |
| All | -4.4% | +23.3% | -27.6% | -32.3% |
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