-10.3%
CRM vs DECK
+9.7%
-20.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.3% |
| 7D | -5.0% | +6.4% | -11.4% | -5.4% |
| 30D | -6.2% | +9.1% | -15.3% | -6.8% |
| 3M | +11.7% | -7.2% | +18.9% | +12.2% |
| 6M | +18.7% | -9.9% | +28.7% | +19.4% |
| YTD | -18.3% | -12.8% | -5.5% | -17.5% |
| All | -10.3% | +9.7% | -20.0% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling