-1.3%
CMS vs DECK
-30.4%
+29.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.2% |
| 7D | +0.4% | -2.2% | +2.6% | +0.4% |
| 30D | -3.6% | -13.6% | +10.0% | -3.1% |
| 3M | -1.9% | -21.2% | +19.3% | -1.1% |
| 6M | -11.0% | -21.1% | +10.1% | -10.3% |
| YTD | +0.2% | -17.2% | +17.4% | +0.9% |
| 1Y | -1.3% | -30.7% | +29.4% | +0.2% |
| All | -1.3% | -30.4% | +29.1% | +0.2% |
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