-1.5%
COF vs DECK
-30.4%
+28.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | +1.8% | -2.2% | +4.0% | +2.3% |
| 30D | -0.6% | -13.6% | +13.0% | +2.6% |
| 3M | +20.3% | -21.2% | +41.5% | +26.3% |
| 6M | +13.0% | -21.1% | +34.1% | +17.8% |
| YTD | -8.3% | -17.2% | +8.9% | -4.8% |
| 1Y | -1.5% | -30.7% | +29.3% | +4.1% |
| All | -1.5% | -30.4% | +28.9% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling