+5,501.9%
COF vs DECK
+10,774.4%
-5,272.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.0% | -7.1% | -2.2% |
| 7D | +0.7% | +10.4% | -9.7% | -1.0% |
| 30D | +5.7% | +11.1% | -5.4% | +3.7% |
| 3M | -6.7% | -10.8% | +4.1% | -5.0% |
| 6M | +9.5% | -8.7% | +18.2% | +10.8% |
| YTD | -13.9% | -14.0% | +0.2% | -12.3% |
| 1Y | -5.1% | +12.0% | -17.1% | -7.7% |
| 3Y | +103.3% | -10.5% | +113.7% | +100.3% |
| 5Y | +46.8% | +28.5% | +18.3% | +34.8% |
| 10Y | +236.0% | +923.3% | -687.3% | +124.3% |
| All | +5,501.9% | +10,774.4% | -5,272.6% | +2,597.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling