+4,692.6%
CRH vs DECK
+7,904.0%
-3,211.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +4.4% | +5.8% | -1.4% | +3.8% |
| 30D | +16.4% | +7.9% | +8.5% | +15.4% |
| 3M | -2.5% | -11.4% | +8.9% | -1.1% |
| 6M | -16.9% | -16.6% | -0.3% | -15.1% |
| YTD | -23.2% | -16.4% | -6.8% | -21.8% |
| 1Y | -16.5% | +8.6% | -25.1% | -17.5% |
| 3Y | +73.0% | -15.1% | +88.1% | +73.0% |
| 5Y | +118.3% | +22.9% | +95.5% | +107.7% |
| 10Y | +285.8% | +895.7% | -609.9% | +199.1% |
| All | +4,692.6% | +7,904.0% | -3,211.4% | +3,137.6% |
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