+65.5%
CRH vs DECK
-19.4%
+85.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +1.9% | -1.2% |
| 7D | -1.6% | -3.7% | +2.1% | -0.6% |
| 30D | +17.2% | +0.6% | +16.6% | +17.1% |
| 3M | -3.8% | -7.3% | +3.5% | -1.9% |
| 6M | -15.0% | -10.9% | -4.1% | -12.5% |
| YTD | -23.9% | -18.5% | -5.4% | -20.4% |
| 1Y | -16.2% | +0.2% | -16.4% | -16.6% |
| All | +65.5% | -19.4% | +85.0% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling