+839.1%
CRS vs DECK
+27.7%
+811.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.0% | -7.5% | -3.4% |
| 7D | +4.3% | +10.4% | -6.0% | +1.2% |
| 30D | -25.5% | +11.1% | -36.6% | -27.9% |
| 3M | -48.7% | -10.8% | -37.9% | -47.1% |
| 6M | -31.6% | -8.7% | -22.9% | -30.5% |
| YTD | -7.0% | -14.0% | +7.0% | -4.4% |
| 1Y | -4.5% | +12.0% | -16.5% | -10.0% |
| 3Y | +344.5% | -10.5% | +355.0% | +311.5% |
| All | +839.1% | +27.7% | +811.3% | +612.1% |
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