-2.9%
CNC vs DECK
-13.4%
+10.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.8% | -5.9% |
| 7D | +1.9% | +5.8% | -3.9% | +1.5% |
| 30D | +7.3% | +7.9% | -0.6% | +6.8% |
| 3M | +8.6% | -11.4% | +20.0% | +9.4% |
| 6M | +26.0% | -16.6% | +42.6% | +27.2% |
| YTD | +69.5% | -16.4% | +85.8% | +70.4% |
| 1Y | +88.0% | +8.6% | +79.3% | +85.2% |
| 3Y | -2.9% | -15.1% | +12.2% | -5.4% |
| All | -2.9% | -13.4% | +10.5% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling