-13.1%
DECK vs CAI
-3.6%
-9.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -21.6% | +20.1% | 0.0% |
| 7D | +6.0% | -28.0% | +34.0% | +8.3% |
| 30D | +7.4% | -5.2% | +12.6% | +7.5% |
| 3M | -11.7% | +58.2% | -69.9% | -16.1% |
| 6M | -11.0% | +37.4% | -48.3% | -14.7% |
| YTD | -15.4% | -3.5% | -11.8% | -17.7% |
| 1Y | +7.2% | -10.9% | +18.1% | +5.0% |
| All | -13.1% | -3.6% | -9.5% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling