-31.9%
CEG vs DECK
+11.2%
-43.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.0% | -12.7% | -7.4% |
| 7D | -4.8% | +10.4% | -15.2% | -6.0% |
| 30D | -8.2% | +11.1% | -19.3% | -9.5% |
| 3M | -7.9% | -10.8% | +2.9% | -6.8% |
| 6M | -23.2% | -8.7% | -14.5% | -22.8% |
| YTD | -30.1% | -14.0% | -16.1% | -28.5% |
| 1Y | -31.9% | +12.0% | -43.9% | -27.9% |
| All | -31.9% | +11.2% | -43.1% | -27.9% |
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