+826.4%
CRS vs DECK
+730.5%
+95.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.6% | 0.0% |
| 7D | +7.4% | -3.7% | +11.1% | +9.1% |
| 30D | -21.2% | +0.6% | -21.8% | -21.5% |
| 3M | -43.3% | -7.3% | -36.0% | -41.8% |
| 6M | -29.4% | -10.9% | -18.5% | -27.1% |
| YTD | -4.7% | -18.5% | +13.8% | +0.8% |
| 1Y | -9.6% | +0.2% | -9.8% | -12.7% |
| 3Y | +355.5% | -19.8% | +375.3% | +333.4% |
| 5Y | +826.6% | +18.7% | +807.9% | +590.5% |
| All | +826.4% | +730.5% | +95.9% | +232.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling