+3,900.0%
CMG vs DECK
+5,169.3%
-1,269.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.0% | -0.1% | +4.1% |
| 7D | +22.5% | +10.4% | +12.2% | +19.1% |
| 30D | +14.1% | +11.1% | +3.0% | +10.6% |
| 3M | +4.1% | -10.8% | +14.9% | +7.5% |
| 6M | +10.1% | -8.7% | +18.8% | +12.3% |
| YTD | -4.9% | -14.0% | +9.2% | -2.3% |
| 1Y | +10.9% | +12.0% | -1.1% | +4.9% |
| 3Y | -13.7% | -10.5% | -3.3% | -18.4% |
| 5Y | -2.7% | +28.5% | -31.2% | -19.9% |
| 10Y | +375.1% | +923.3% | -548.1% | +96.9% |
| All | +3,900.0% | +5,169.3% | -1,269.3% | +693.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling