+114.8%
CMI vs DECK
+20.9%
+94.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.2% |
| 7D | +0.5% | +0.1% | +0.3% | +0.4% |
| 30D | -14.0% | +4.8% | -18.9% | -15.0% |
| 3M | -28.1% | -6.9% | -21.2% | -27.3% |
| 6M | -35.8% | -7.6% | -28.3% | -35.6% |
| YTD | -10.5% | -16.3% | +5.7% | -8.7% |
| 1Y | -1.9% | +4.5% | -6.3% | -4.6% |
| 3Y | +121.0% | -17.1% | +138.1% | +113.6% |
| All | +114.8% | +20.9% | +94.0% | +70.4% |
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