+4,452.8%
CRS vs DECK
+7,999.1%
-3,546.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.3% |
| 7D | -6.6% | +6.0% | -12.7% | -7.5% |
| 30D | -29.5% | +7.4% | -36.9% | -30.3% |
| 3M | -51.1% | -11.7% | -39.4% | -50.2% |
| 6M | -37.3% | -11.0% | -26.3% | -36.4% |
| YTD | -11.2% | -15.4% | +4.1% | -9.6% |
| 1Y | -11.5% | +7.2% | -18.7% | -13.2% |
| 3Y | +324.4% | -11.8% | +336.3% | +320.4% |
| 5Y | +796.6% | +24.3% | +772.3% | +734.2% |
| 10Y | +929.0% | +907.5% | +21.5% | +634.6% |
| All | +4,452.8% | +7,999.1% | -3,546.2% | +2,764.1% |
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 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