-1.3%
CMI vs DECK
+6.6%
-8.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -10.0% | +5.8% | -15.8% | -10.6% |
| 30D | -13.0% | +7.9% | -20.9% | -13.9% |
| 3M | -29.9% | -11.4% | -18.4% | -28.9% |
| 6M | -36.7% | -16.6% | -20.1% | -35.5% |
| YTD | -10.9% | -16.4% | +5.4% | -9.3% |
| 1Y | -1.3% | +8.6% | -10.0% | -2.3% |
| All | -1.3% | +6.6% | -8.0% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling