-15.2%
CNH vs DECK
+31.2%
-46.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.1% | -1.6% |
| 7D | +6.5% | +10.4% | -3.9% | +3.9% |
| 30D | -12.0% | +11.1% | -23.1% | -14.3% |
| 3M | +4.4% | -10.8% | +15.1% | +6.9% |
| 6M | +15.7% | -8.7% | +24.4% | +17.5% |
| YTD | +28.2% | -14.0% | +42.3% | +31.1% |
| 1Y | +14.8% | +12.0% | +2.8% | +9.8% |
| 3Y | +8.3% | -10.5% | +18.8% | +0.4% |
| 5Y | -15.2% | +28.5% | -43.7% | -29.6% |
| All | -15.2% | +31.2% | -46.5% | -29.6% |
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