+110.4%
CB vs DECK
+31.2%
+79.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.0% | -3.9% | +1.6% |
| 7D | +5.3% | +10.4% | -5.1% | +4.5% |
| 30D | +13.2% | +11.1% | +2.1% | +12.3% |
| 3M | +7.8% | -10.8% | +18.5% | +8.5% |
| 6M | +15.8% | -8.7% | +24.5% | +16.2% |
| YTD | +21.0% | -14.0% | +35.0% | +21.7% |
| 1Y | +32.2% | +12.0% | +20.2% | +30.4% |
| 3Y | +76.7% | -10.5% | +87.2% | +69.7% |
| 5Y | +110.4% | +28.5% | +81.9% | +92.5% |
| All | +110.4% | +31.2% | +79.1% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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