+251.6%
CRM vs DECK
+739.5%
-487.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.4% |
| 7D | +1.3% | -2.2% | +3.5% | +1.9% |
| 30D | +34.3% | -13.6% | +47.9% | +39.5% |
| 3M | +37.7% | -21.2% | +58.9% | +46.5% |
| 6M | +34.9% | -21.1% | +56.0% | +42.3% |
| YTD | -1.6% | -17.2% | +15.6% | +1.3% |
| 1Y | +7.1% | -30.7% | +37.9% | +15.3% |
| 3Y | +19.0% | -3.4% | +22.4% | +8.0% |
| 5Y | -1.3% | +25.5% | -26.8% | -20.8% |
| All | +251.6% | +739.5% | -487.9% | +94.6% |
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 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