+132.7%
CMS vs DECK
+937.4%
-804.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.0% | -4.6% | +1.1% |
| 7D | +4.1% | +10.4% | -6.3% | +3.5% |
| 30D | +10.9% | +11.1% | -0.2% | +10.2% |
| 3M | -0.2% | -10.8% | +10.5% | +0.2% |
| 6M | -4.7% | -8.7% | +4.0% | -4.4% |
| YTD | +3.9% | -14.0% | +17.9% | +4.3% |
| 1Y | +0.4% | +12.0% | -11.7% | -0.5% |
| 3Y | +38.8% | -10.5% | +49.3% | +36.3% |
| 5Y | +37.1% | +28.5% | +8.6% | +30.4% |
| 10Y | +132.7% | +923.3% | -790.6% | +108.8% |
| All | +132.7% | +937.4% | -804.7% | +108.8% |
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