-29.8%
CRM vs DECK
+23.3%
-53.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.6% |
| 7D | -6.8% | +5.8% | -12.5% | -8.3% |
| 30D | -4.9% | +7.9% | -12.7% | -7.1% |
| 3M | +14.6% | -11.4% | +26.0% | +18.3% |
| 6M | +18.4% | -16.6% | +35.0% | +24.0% |
| YTD | -18.8% | -16.4% | -2.4% | -16.6% |
| 1Y | -10.0% | +8.6% | -18.6% | -15.6% |
| 3Y | +5.0% | -15.1% | +20.1% | -6.8% |
| All | -29.8% | +23.3% | -53.0% | -48.8% |
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