-26.7%
CRM vs DECK
+24.2%
-50.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.6% |
| 7D | -4.0% | -0.8% | -3.2% | -3.8% |
| 30D | -6.8% | +4.9% | -11.7% | -8.2% |
| 3M | +10.6% | -5.8% | +16.4% | +12.1% |
| 6M | +23.4% | -8.6% | +31.9% | +25.6% |
| YTD | -17.1% | -14.7% | -2.4% | -15.4% |
| 1Y | -10.1% | +6.9% | -16.9% | -15.2% |
| 3Y | +4.0% | -16.2% | +20.2% | -6.8% |
| 5Y | -26.7% | +25.3% | -51.9% | -46.3% |
| All | -26.7% | +24.2% | -50.9% | -46.3% |
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