+37.1%
CMS vs DECK
+31.2%
+5.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.0% | -4.6% | +1.3% |
| 7D | +4.1% | +10.4% | -6.3% | +3.9% |
| 30D | +10.9% | +11.1% | -0.2% | +10.6% |
| 3M | -0.2% | -10.8% | +10.5% | -0.1% |
| 6M | -4.7% | -8.7% | +4.0% | -4.6% |
| YTD | +3.9% | -14.0% | +17.9% | +4.1% |
| 1Y | +0.4% | +12.0% | -11.7% | +0.3% |
| 3Y | +38.8% | -10.5% | +49.3% | +37.6% |
| 5Y | +37.1% | +28.5% | +8.6% | +33.5% |
| All | +37.1% | +31.2% | +5.9% | +33.5% |
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 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