+126.5%
CMS vs DECK
+885.7%
-759.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +1.7% | +6.0% | -4.3% | +1.4% |
| 30D | +8.6% | +7.4% | +1.2% | +8.2% |
| 3M | -0.5% | -11.7% | +11.2% | +0.1% |
| 6M | -4.2% | -11.0% | +6.8% | -3.8% |
| YTD | +3.4% | -15.4% | +18.8% | +4.0% |
| 1Y | +0.4% | +7.2% | -6.8% | -0.2% |
| 3Y | +38.2% | -11.8% | +50.1% | +35.9% |
| 5Y | +35.4% | +24.3% | +11.1% | +29.1% |
| All | +126.5% | +885.7% | -759.1% | +103.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling