+5.1%
CNC vs DECK
+25.5%
-20.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | +3.5% | -2.2% | +5.8% | +3.7% |
| 30D | +0.1% | -13.6% | +13.7% | +1.3% |
| 3M | +6.9% | -21.2% | +28.2% | +8.9% |
| 6M | +49.0% | -21.1% | +70.1% | +51.4% |
| YTD | +62.9% | -17.2% | +80.1% | +64.4% |
| 1Y | +134.0% | -30.7% | +164.7% | +139.4% |
| 3Y | +9.4% | -3.4% | +12.8% | +5.0% |
| All | +5.1% | +25.5% | -20.5% | -6.5% |
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