+8.6%
DECK vs CAI
-15.9%
+24.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.0% |
| 7D | +5.8% | -26.5% | +32.3% | +7.3% |
| 30D | +7.9% | -6.9% | +14.8% | +8.0% |
| 3M | -11.4% | +26.1% | -37.6% | -13.4% |
| 6M | -16.6% | +31.9% | -48.4% | -19.2% |
| YTD | -16.4% | -6.5% | -9.9% | -22.4% |
| 1Y | +8.6% | +2.5% | +6.1% | -2.8% |
| All | +8.6% | -15.9% | +24.5% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling