-1.8%
DECK vs CRL
+38.0%
-39.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.2% | +1.9% |
| 7D | -2.2% | -1.0% | -1.2% | -2.0% |
| 30D | -13.6% | +10.7% | -24.2% | -15.8% |
| 3M | -21.2% | +55.3% | -76.5% | -29.8% |
| 6M | -21.1% | +60.7% | -81.7% | -30.9% |
| YTD | -17.2% | +44.6% | -61.9% | -25.8% |
| 1Y | -30.7% | +77.7% | -108.5% | -41.6% |
| All | -1.8% | +38.0% | -39.8% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling