+28.5%
DECK vs CRL
-15.5%
+44.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -7.3% | +13.2% | +8.0% |
| 7D | +10.4% | -12.8% | +23.1% | +14.4% |
| 30D | +11.1% | +5.0% | +6.1% | +8.5% |
| 3M | -10.8% | +39.4% | -50.1% | -20.6% |
| 6M | -8.7% | +89.4% | -98.1% | -26.9% |
| YTD | -14.0% | +63.6% | -77.6% | -28.7% |
| 1Y | +12.0% | +83.5% | -71.4% | -10.8% |
| 3Y | -10.5% | +79.4% | -89.8% | -32.8% |
| 5Y | +28.5% | -14.0% | +42.5% | +35.7% |
| All | +28.5% | -15.5% | +44.0% | +35.7% |
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