+4,664.8%
CRH vs DECK
+7,820.9%
-3,156.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.9% | +2.2% |
| 7D | -1.7% | -2.2% | +0.6% | -1.4% |
| 30D | -5.4% | -13.6% | +8.2% | -3.8% |
| 3M | -11.2% | -21.2% | +10.0% | -8.8% |
| 6M | -15.8% | -21.1% | +5.2% | -13.6% |
| YTD | -23.6% | -17.2% | -6.4% | -22.2% |
| 1Y | -14.6% | -30.7% | +16.1% | -11.5% |
| 3Y | +74.3% | -3.4% | +77.7% | +71.5% |
| 5Y | +103.7% | +25.5% | +78.1% | +93.1% |
| 10Y | +261.4% | +714.7% | -453.2% | +184.6% |
| All | +4,664.8% | +7,820.9% | -3,156.1% | +3,121.8% |
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 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