+112.2%
CMI vs DECK
+25.8%
+86.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.6% |
| 7D | -13.4% | +6.0% | -19.4% | -14.5% |
| 30D | -16.2% | +7.4% | -23.6% | -17.5% |
| 3M | -30.8% | -11.7% | -19.1% | -29.3% |
| 6M | -33.1% | -11.0% | -22.1% | -32.2% |
| YTD | -11.2% | -15.4% | +4.1% | -9.6% |
| 1Y | +3.6% | +7.2% | -3.6% | +0.1% |
| 3Y | +111.0% | -11.8% | +122.9% | +101.1% |
| 5Y | +112.2% | +24.3% | +87.9% | +67.7% |
| All | +112.2% | +25.8% | +86.4% | +67.7% |
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 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