+188.6%
CRM vs DECK
+938.4%
-749.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.6% |
| 7D | -5.0% | +6.4% | -11.4% | -6.6% |
| 30D | -6.2% | +9.1% | -15.3% | -8.5% |
| 3M | +11.7% | -7.2% | +18.9% | +13.6% |
| 6M | +18.7% | -9.9% | +28.7% | +21.3% |
| YTD | -18.3% | -12.8% | -5.5% | -17.2% |
| 1Y | -9.6% | +10.6% | -20.2% | -14.8% |
| 3Y | +4.3% | -13.8% | +18.1% | -1.3% |
| 5Y | -29.3% | +27.6% | -56.9% | -43.5% |
| 10Y | +188.6% | +887.0% | -698.5% | +54.5% |
| All | +188.6% | +938.4% | -749.8% | +54.5% |
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