+854.0%
DECK vs CG
+351.2%
+502.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.2% |
| 7D | -2.2% | -4.3% | +2.1% | -0.4% |
| 30D | -13.6% | -5.1% | -8.5% | -11.8% |
| 3M | -21.2% | +8.7% | -29.9% | -24.5% |
| 6M | -21.1% | -9.2% | -11.9% | -18.5% |
| YTD | -17.2% | -18.9% | +1.6% | -11.1% |
| 1Y | -30.7% | -25.6% | -5.1% | -23.2% |
| 3Y | -3.4% | +57.3% | -60.6% | -24.2% |
| 5Y | +25.5% | +10.2% | +15.4% | +10.9% |
| 10Y | +714.7% | +364.2% | +350.4% | +341.1% |
| All | +854.0% | +351.2% | +502.8% | +378.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling