+112.0%
CMI vs DECK
+23.3%
+88.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -10.0% | +5.8% | -15.8% | -11.1% |
| 30D | -13.0% | +7.9% | -20.9% | -14.5% |
| 3M | -29.9% | -11.4% | -18.4% | -28.4% |
| 6M | -36.7% | -16.6% | -20.1% | -35.0% |
| YTD | -10.9% | -16.4% | +5.4% | -9.1% |
| 1Y | -1.3% | +8.6% | -10.0% | -4.9% |
| 3Y | +117.4% | -15.1% | +132.5% | +109.0% |
| All | +112.0% | +23.3% | +88.7% | +67.4% |
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