+5,171.1%
CRM vs DECK
+6,142.4%
-971.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.6% |
| 7D | -3.7% | +6.0% | -9.7% | -5.3% |
| 30D | -1.1% | +7.4% | -8.6% | -3.3% |
| 3M | +15.5% | -11.7% | +27.1% | +19.1% |
| 6M | +19.5% | -11.0% | +30.4% | +22.4% |
| YTD | -15.5% | -15.4% | -0.1% | -13.5% |
| 1Y | -11.2% | +7.2% | -18.5% | -15.4% |
| 3Y | +9.2% | -11.8% | +21.1% | +3.8% |
| 5Y | -26.2% | +24.3% | -50.6% | -38.1% |
| 10Y | +204.8% | +907.5% | -702.8% | +29.0% |
| All | +5,171.1% | +6,142.4% | -971.3% | +1,284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling