+249.4%
CRH vs DECK
+705.1%
-455.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.7% | -0.1% | -2.7% |
| 7D | -0.6% | -2.3% | +1.7% | +0.1% |
| 30D | -9.5% | -15.2% | +5.8% | -4.7% |
| 3M | -10.4% | -24.7% | +14.3% | -2.3% |
| 6M | -14.2% | -20.8% | +6.6% | -8.1% |
| YTD | -26.6% | -20.3% | -6.3% | -22.2% |
| 1Y | -18.2% | -29.5% | +11.3% | -10.9% |
| 3Y | +74.9% | -6.0% | +80.9% | +61.5% |
| 5Y | +101.7% | +23.5% | +78.2% | +62.8% |
| 10Y | +249.4% | +723.9% | -474.5% | +76.8% |
| All | +249.4% | +705.1% | -455.6% | +76.8% |
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