+923.3%
DECK vs CG
+339.2%
+584.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.5% | +1.4% | +3.8% |
| 7D | +10.4% | +9.4% | +0.9% | +5.8% |
| 30D | +11.1% | +8.7% | +2.4% | +6.7% |
| 3M | -10.8% | -15.0% | +4.2% | -3.9% |
| 6M | -8.7% | -13.2% | +4.5% | -3.4% |
| YTD | -14.0% | -26.2% | +12.1% | -2.7% |
| 1Y | +12.0% | -14.1% | +26.1% | +17.5% |
| 3Y | -10.5% | +59.2% | -69.6% | -33.2% |
| 5Y | +28.5% | -14.8% | +43.3% | +25.2% |
| 10Y | +923.3% | +325.9% | +597.4% | +466.0% |
| All | +923.3% | +339.2% | +584.1% | +466.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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