+1,296.9%
CIEN vs DECK
+718.3%
+578.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.4% | +0.7% |
| 7D | -15.2% | -2.2% | -13.0% | -14.7% |
| 30D | -21.5% | -13.6% | -7.9% | -18.5% |
| 3M | -40.1% | -21.2% | -18.8% | -36.8% |
| 6M | -6.6% | -21.1% | +14.5% | -1.7% |
| YTD | +37.3% | -17.2% | +54.5% | +40.7% |
| 1Y | +174.5% | -30.7% | +205.3% | +193.8% |
| 3Y | +562.3% | -3.4% | +565.6% | +511.4% |
| 5Y | +463.9% | +25.5% | +438.4% | +361.6% |
| All | +1,296.9% | +718.3% | +578.6% | +604.3% |
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