+52.8%
COF vs DECK
+25.5%
+27.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | +1.8% | -2.2% | +4.0% | +2.5% |
| 30D | -0.6% | -13.6% | +13.0% | +4.0% |
| 3M | +20.3% | -21.2% | +41.5% | +29.2% |
| 6M | +13.0% | -21.1% | +34.1% | +20.9% |
| YTD | -8.3% | -17.2% | +8.9% | -4.1% |
| 1Y | -1.5% | -30.7% | +29.3% | +8.2% |
| 3Y | +122.3% | -3.4% | +125.6% | +97.4% |
| All | +52.8% | +25.5% | +27.3% | +11.0% |
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