+639.0%
CMS vs DECK
+7,820.9%
-7,181.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.3% |
| 7D | +0.4% | -2.2% | +2.6% | +0.5% |
| 30D | -3.6% | -13.6% | +10.0% | -2.9% |
| 3M | -1.9% | -21.2% | +19.3% | -0.8% |
| 6M | -11.0% | -21.1% | +10.1% | -10.1% |
| YTD | +0.2% | -17.2% | +17.4% | +0.8% |
| 1Y | -1.3% | -30.7% | +29.4% | 0.0% |
| 3Y | +35.9% | -3.4% | +39.3% | +33.8% |
| 5Y | +23.1% | +25.5% | -2.5% | +18.5% |
| 10Y | +117.9% | +714.7% | -596.7% | +87.7% |
| All | +639.0% | +7,820.9% | -7,181.9% | +415.6% |
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