+45,665.3%
DECK vs CRL
+1,379.5%
+44,285.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.2% | +2.1% |
| 7D | -2.2% | -1.0% | -1.2% | -1.9% |
| 30D | -13.6% | +10.7% | -24.2% | -16.6% |
| 3M | -21.2% | +55.3% | -76.5% | -32.4% |
| 6M | -21.1% | +60.7% | -81.7% | -33.8% |
| YTD | -17.2% | +44.6% | -61.9% | -28.6% |
| 1Y | -30.7% | +77.7% | -108.5% | -44.6% |
| 3Y | -3.4% | +37.6% | -41.0% | -20.3% |
| 5Y | +25.5% | -35.8% | +61.4% | +29.8% |
| 10Y | +714.7% | +241.7% | +472.9% | +388.5% |
| All | +45,665.3% | +1,379.5% | +44,285.8% | +20,058.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling