+70.0%
CNP vs DECK
+25.8%
+44.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.5% |
| 7D | -5.3% | +6.0% | -11.3% | -5.6% |
| 30D | +3.7% | +7.4% | -3.8% | +3.3% |
| 3M | -1.1% | -11.7% | +10.6% | -0.6% |
| 6M | -7.1% | -11.0% | +3.8% | -6.8% |
| YTD | +6.0% | -15.4% | +21.4% | +6.5% |
| 1Y | +5.2% | +7.2% | -2.1% | +4.4% |
| 3Y | +57.5% | -11.8% | +69.4% | +55.6% |
| 5Y | +70.0% | +24.3% | +45.7% | +59.5% |
| All | +70.0% | +25.8% | +44.2% | +59.5% |
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