+11,584.0%
CMI vs DECK
+7,820.9%
+3,763.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.6% |
| 7D | -0.7% | -2.2% | +1.5% | -0.4% |
| 30D | -13.4% | -13.6% | +0.2% | -11.9% |
| 3M | -17.0% | -21.2% | +4.2% | -14.7% |
| 6M | -1.6% | -21.1% | +19.4% | +0.9% |
| YTD | +11.0% | -17.2% | +28.2% | +12.8% |
| 1Y | +41.9% | -30.7% | +72.7% | +47.0% |
| 3Y | +151.8% | -3.4% | +155.2% | +144.9% |
| 5Y | +163.6% | +25.5% | +138.0% | +144.6% |
| 10Y | +472.9% | +714.7% | -241.7% | +315.8% |
| All | +11,584.0% | +7,820.9% | +3,763.1% | +7,278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling