+4.5%
DECK vs CAI
-6.2%
+10.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.8% | +6.5% | +2.9% |
| 7D | +0.1% | -8.7% | +8.8% | +0.6% |
| 30D | +4.8% | -23.8% | +28.7% | +6.1% |
| 3M | -6.9% | +3.9% | -10.8% | -7.8% |
| 6M | -7.6% | +56.8% | -64.4% | -11.2% |
| YTD | -16.3% | -14.6% | -1.7% | -23.1% |
| 1Y | +4.5% | -5.2% | +9.7% | -5.8% |
| All | +4.5% | -6.2% | +10.7% | -5.8% |
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