+195.5%
CRM vs DECK
+870.0%
-674.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -3.9% | +6.8% | -10.7% | -5.7% |
| 30D | -6.8% | +8.3% | -15.2% | -9.0% |
| 3M | +8.3% | -7.9% | +16.1% | +10.3% |
| 6M | +17.9% | -10.6% | +28.5% | +20.7% |
| YTD | -18.9% | -13.4% | -5.5% | -17.6% |
| 1Y | -10.9% | +12.5% | -23.4% | -16.4% |
| 3Y | +1.8% | -14.9% | +16.7% | -3.3% |
| 5Y | -27.4% | +27.5% | -54.9% | -42.1% |
| 10Y | +195.5% | +839.4% | -643.9% | +55.8% |
| All | +195.5% | +870.0% | -674.5% | +55.8% |
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 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