+1,444.5%
CRS vs DECK
+25.5%
+1,418.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | -0.2% | -2.2% | +2.0% | +0.4% |
| 30D | -16.6% | -13.6% | -3.0% | -13.0% |
| 3M | -3.5% | -21.2% | +17.8% | +3.0% |
| 6M | +15.4% | -21.1% | +36.5% | +23.0% |
| YTD | +51.2% | -17.2% | +68.4% | +57.5% |
| 1Y | +98.3% | -30.7% | +129.0% | +116.2% |
| 3Y | +651.5% | -3.4% | +654.9% | +580.3% |
| All | +1,444.5% | +25.5% | +1,418.9% | +1,087.5% |
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 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