+5,434.8%
COF vs DECK
+10,607.3%
-5,172.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -2.3% | +6.0% | -8.4% | -3.4% |
| 30D | +4.1% | +7.4% | -3.3% | +2.7% |
| 3M | -7.7% | -11.7% | +3.9% | -5.9% |
| 6M | +8.3% | -11.0% | +19.3% | +10.1% |
| YTD | -14.9% | -15.4% | +0.5% | -13.1% |
| 1Y | -6.5% | +7.2% | -13.7% | -8.4% |
| 3Y | +100.8% | -11.8% | +112.7% | +98.5% |
| 5Y | +43.7% | +24.3% | +19.4% | +32.7% |
| 10Y | +231.9% | +907.5% | -675.6% | +122.2% |
| All | +5,434.8% | +10,607.3% | -5,172.4% | +2,572.0% |
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 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