+4,668.7%
CRS vs DECK
+8,125.5%
-3,456.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.0% | -7.5% | -2.5% |
| 7D | +4.3% | +10.4% | -6.0% | +2.7% |
| 30D | -25.5% | +11.1% | -36.6% | -26.7% |
| 3M | -48.7% | -10.8% | -37.9% | -47.9% |
| 6M | -31.6% | -8.7% | -22.9% | -31.0% |
| YTD | -7.0% | -14.0% | +7.0% | -5.5% |
| 1Y | -4.5% | +12.0% | -16.5% | -7.0% |
| 3Y | +344.5% | -10.5% | +355.0% | +339.3% |
| 5Y | +887.0% | +28.5% | +858.5% | +813.8% |
| 10Y | +977.8% | +923.3% | +54.5% | +667.5% |
| All | +4,668.7% | +8,125.5% | -3,456.9% | +2,892.4% |
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