-2.7%
CEG vs DECK
-30.4%
+27.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.8% |
| 7D | +8.0% | -2.2% | +10.2% | +8.2% |
| 30D | +12.9% | -13.6% | +26.5% | +14.1% |
| 3M | +13.2% | -21.2% | +34.4% | +15.2% |
| 6M | -7.0% | -21.1% | +14.1% | -5.9% |
| YTD | -15.0% | -17.2% | +2.2% | -13.4% |
| 1Y | -2.7% | -30.7% | +28.0% | +9.5% |
| All | -2.7% | -30.4% | +27.7% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling