-16.3%
DECK vs CAI
-11.3%
-5.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -4.2% |
| 7D | -3.7% | -8.0% | +4.3% | -3.1% |
| 30D | +0.6% | -18.9% | +19.5% | +1.8% |
| 3M | -7.3% | +7.6% | -15.0% | -8.7% |
| 6M | -10.9% | +43.0% | -53.9% | -15.0% |
| YTD | -18.5% | -11.2% | -7.3% | -20.3% |
| 1Y | +0.2% | -3.3% | +3.4% | -3.2% |
| All | -16.3% | -11.3% | -5.0% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling