-8.6%
COF vs DECK
+3.6%
-12.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | 0.0% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | +0.4% | +4.8% | -4.5% | -1.3% |
| 3M | -12.5% | -6.9% | -5.6% | -11.0% |
| 6M | +8.3% | -7.6% | +15.9% | +9.9% |
| YTD | -18.6% | -16.3% | -2.3% | -14.5% |
| 1Y | -8.6% | +4.5% | -13.1% | -11.1% |
| All | -8.6% | +3.6% | -12.2% | -11.1% |
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