+492.8%
CEG vs DECK
+61.8%
+430.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -2.1% |
| 7D | -9.4% | +6.0% | -15.4% | -10.8% |
| 30D | -20.2% | +7.4% | -27.7% | -21.9% |
| 3M | -9.5% | -11.7% | +2.2% | -7.1% |
| 6M | -25.0% | -11.0% | -14.0% | -23.5% |
| YTD | -31.9% | -15.4% | -16.5% | -30.2% |
| 1Y | -33.7% | +7.2% | -40.9% | -36.3% |
| 3Y | +108.7% | -11.8% | +120.5% | +106.6% |
| All | +492.8% | +61.8% | +430.9% | +407.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling