+26.1%
DECK vs CRL
-35.5%
+61.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.2% | +2.0% |
| 7D | -2.2% | -1.0% | -1.2% | -2.0% |
| 30D | -13.6% | +10.7% | -24.2% | -16.3% |
| 3M | -21.2% | +55.3% | -76.5% | -31.7% |
| 6M | -21.1% | +60.7% | -81.7% | -33.0% |
| YTD | -17.2% | +44.6% | -61.9% | -27.7% |
| 1Y | -30.7% | +77.7% | -108.5% | -43.9% |
| 3Y | -3.4% | +37.6% | -41.0% | -19.0% |
| All | +26.1% | -35.5% | +61.6% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling