-11.7%
CRS vs DECK
+6.6%
-18.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -1.7% | +5.8% | -7.4% | -3.1% |
| 30D | -28.8% | +7.9% | -36.7% | -30.1% |
| 3M | -50.0% | -11.4% | -38.6% | -48.7% |
| 6M | -39.2% | -16.6% | -22.6% | -37.0% |
| YTD | -11.4% | -16.4% | +4.9% | -9.5% |
| 1Y | -11.7% | +8.6% | -20.3% | -11.5% |
| All | -11.7% | +6.6% | -18.3% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling