-27.3%
CRM vs DECK
+20.9%
-48.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.7% |
| 7D | +2.0% | +0.1% | +1.8% | +1.8% |
| 30D | -7.7% | +4.8% | -12.5% | -9.1% |
| 3M | +8.4% | -6.9% | +15.3% | +10.2% |
| 6M | +31.9% | -7.6% | +39.5% | +33.8% |
| YTD | -17.2% | -16.3% | -1.0% | -15.1% |
| 1Y | -8.6% | +4.5% | -13.1% | -13.2% |
| 3Y | +3.1% | -17.1% | +20.2% | -7.4% |
| All | -27.3% | +20.9% | -48.2% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling