-15.0%
DECK vs CAI
-7.1%
-7.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.6% |
| 7D | -2.2% | -2.2% | 0.0% | -2.0% |
| 30D | -13.6% | +52.4% | -66.0% | -17.1% |
| 3M | -21.2% | +45.1% | -66.3% | -24.2% |
| 6M | -21.1% | +26.2% | -47.3% | -23.7% |
| YTD | -17.2% | -7.1% | -10.1% | -18.8% |
| 1Y | -30.7% | -31.0% | +0.3% | -29.7% |
| All | -15.0% | -7.1% | -7.9% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling