+5.0%
CRM vs DECK
-13.4%
+18.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.7% |
| 7D | -6.8% | +5.8% | -12.5% | -7.8% |
| 30D | -4.9% | +7.9% | -12.7% | -6.3% |
| 3M | +14.6% | -11.4% | +26.0% | +17.0% |
| 6M | +18.4% | -16.6% | +35.0% | +22.0% |
| YTD | -18.8% | -16.4% | -2.4% | -17.2% |
| 1Y | -10.0% | +8.6% | -18.6% | -13.8% |
| 3Y | +5.0% | -15.1% | +20.1% | -4.1% |
| All | +5.0% | -13.4% | +18.4% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling