+888.8%
DECK vs CRL
+351.4%
+537.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.5% | 0.0% |
| 7D | +6.0% | -16.8% | +22.8% | +12.9% |
| 30D | +7.4% | +2.6% | +4.8% | +5.2% |
| 3M | -11.7% | +20.1% | -31.7% | -19.0% |
| 6M | -11.0% | +68.8% | -79.8% | -29.5% |
| YTD | -15.4% | +56.9% | -72.3% | -32.2% |
| 1Y | +7.2% | +86.7% | -79.4% | -20.2% |
| 3Y | -11.8% | +72.1% | -83.9% | -37.7% |
| 5Y | +24.3% | -16.6% | +40.9% | +21.1% |
| All | +888.8% | +351.4% | +537.4% | +327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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