+507.8%
CEG vs DECK
+64.4%
+443.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.0% | -12.7% | -8.1% |
| 7D | -4.8% | +10.4% | -15.2% | -7.2% |
| 30D | -8.2% | +11.1% | -19.3% | -10.8% |
| 3M | -7.9% | -10.8% | +2.9% | -5.8% |
| 6M | -23.2% | -8.7% | -14.5% | -22.2% |
| YTD | -30.1% | -14.0% | -16.1% | -28.7% |
| 1Y | -31.9% | +12.0% | -43.9% | -35.3% |
| 3Y | +114.0% | -10.5% | +124.4% | +111.1% |
| All | +507.8% | +64.4% | +443.4% | +417.9% |
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 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