-10.9%
CRM vs DECK
+8.9%
-19.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -3.9% | +6.8% | -10.7% | -4.4% |
| 30D | -6.8% | +8.3% | -15.2% | -7.4% |
| 3M | +8.3% | -7.9% | +16.1% | +8.8% |
| 6M | +17.9% | -10.6% | +28.5% | +18.6% |
| YTD | -18.9% | -13.4% | -5.5% | -18.0% |
| 1Y | -10.9% | +12.5% | -23.4% | -19.9% |
| All | -10.9% | +8.9% | -19.8% | -19.9% |
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