+110.8%
CRH vs DECK
+20.9%
+90.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.2% |
| 7D | -1.3% | +0.1% | -1.5% | -1.4% |
| 30D | +18.1% | +4.8% | +13.3% | +16.5% |
| 3M | -3.9% | -6.9% | +3.1% | -1.9% |
| 6M | -13.3% | -7.6% | -5.8% | -11.5% |
| YTD | -24.2% | -16.3% | -7.9% | -21.0% |
| 1Y | -14.9% | +4.5% | -19.4% | -16.9% |
| 3Y | +64.9% | -17.1% | +82.0% | +58.3% |
| All | +110.8% | +20.9% | +90.0% | +62.9% |
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