+495.4%
DECK vs CLBK
+60.2%
+435.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.9% | +5.1% | +5.6% |
| 7D | +10.4% | +4.6% | +5.8% | +8.3% |
| 30D | +11.1% | -1.5% | +12.6% | +11.7% |
| 3M | -10.8% | +4.4% | -15.2% | -12.8% |
| 6M | -8.7% | +31.7% | -40.4% | -19.6% |
| YTD | -14.0% | +58.7% | -72.8% | -30.6% |
| 1Y | +12.0% | +64.9% | -52.8% | -11.1% |
| 3Y | -10.5% | +45.3% | -55.8% | -27.7% |
| 5Y | +28.5% | +28.5% | 0.0% | +1.5% |
| All | +495.4% | +60.2% | +435.2% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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