+5,862.8%
COF vs DECK
+10,371.7%
-4,509.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | +1.8% | -2.2% | +4.0% | +2.2% |
| 30D | -0.6% | -13.6% | +13.0% | +1.9% |
| 3M | +20.3% | -21.2% | +41.5% | +25.1% |
| 6M | +13.0% | -21.1% | +34.1% | +17.4% |
| YTD | -8.3% | -17.2% | +8.9% | -5.9% |
| 1Y | -1.5% | -30.7% | +29.3% | +3.7% |
| 3Y | +122.3% | -3.4% | +125.6% | +116.4% |
| 5Y | +52.5% | +25.5% | +26.9% | +40.3% |
| 10Y | +264.9% | +714.7% | -449.8% | +151.6% |
| All | +5,862.8% | +10,371.7% | -4,509.0% | +2,792.8% |
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