+165.3%
CNH vs DECK
+718.3%
-553.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.5% | +3.6% |
| 7D | +23.3% | -2.2% | +25.5% | +24.0% |
| 30D | +33.5% | -13.6% | +47.1% | +38.8% |
| 3M | +32.7% | -21.2% | +54.0% | +41.4% |
| 6M | +22.2% | -21.1% | +43.3% | +29.7% |
| YTD | +57.7% | -17.2% | +74.9% | +63.9% |
| 1Y | +28.0% | -30.7% | +58.7% | +38.7% |
| 3Y | +11.5% | -3.4% | +14.9% | +0.7% |
| 5Y | +11.9% | +25.5% | -13.7% | -10.6% |
| All | +165.3% | +718.3% | -553.0% | +35.1% |
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