+1,184.7%
CIEN vs DECK
+870.0%
+314.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -9.3% | +6.8% | -16.1% | -11.0% |
| 30D | -39.5% | +8.3% | -47.8% | -41.0% |
| 3M | -29.8% | -7.9% | -22.0% | -28.7% |
| 6M | -50.4% | -10.6% | -39.8% | -49.9% |
| YTD | +16.3% | -13.4% | +29.7% | +17.3% |
| 1Y | +30.4% | +12.5% | +17.9% | +21.2% |
| 3Y | +516.6% | -14.9% | +531.4% | +493.4% |
| 5Y | +349.8% | +27.5% | +322.3% | +267.7% |
| 10Y | +1,184.7% | +839.4% | +345.3% | +548.9% |
| All | +1,184.7% | +870.0% | +314.7% | +548.9% |
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 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