+324.8%
CMI vs DECK
+870.0%
-545.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -9.3% | +6.8% | -16.1% | -10.7% |
| 30D | -13.2% | +8.3% | -21.5% | -15.0% |
| 3M | -28.2% | -7.9% | -20.3% | -27.1% |
| 6M | -32.7% | -10.6% | -22.1% | -31.8% |
| YTD | -10.1% | -13.4% | +3.3% | -8.8% |
| 1Y | -4.9% | +12.5% | -17.3% | -9.4% |
| 3Y | +120.4% | -14.9% | +135.2% | +112.4% |
| 5Y | +114.3% | +27.5% | +86.8% | +79.0% |
| 10Y | +324.8% | +839.4% | -514.6% | +134.2% |
| All | +324.8% | +870.0% | -545.2% | +134.2% |
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