+106.7%
CNH vs DECK
+885.7%
-779.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.5% |
| 7D | -0.4% | +6.0% | -6.4% | -2.1% |
| 30D | -15.2% | +7.4% | -22.7% | -17.1% |
| 3M | +4.3% | -11.7% | +15.9% | +7.5% |
| 6M | +10.1% | -11.0% | +21.0% | +12.8% |
| YTD | +23.2% | -15.4% | +38.6% | +26.9% |
| 1Y | +8.5% | +7.2% | +1.2% | +4.1% |
| 3Y | +4.1% | -11.8% | +15.9% | -2.5% |
| 5Y | -17.8% | +24.3% | -42.2% | -33.9% |
| All | +106.7% | +885.7% | -779.0% | +4.5% |
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 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