+60.7%
COP vs DECK
+11.2%
+49.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.0% | -11.1% | -4.3% |
| 7D | -8.1% | +10.4% | -18.5% | -6.8% |
| 30D | +6.7% | +11.1% | -4.4% | +8.3% |
| 3M | +16.9% | -10.8% | +27.7% | +16.2% |
| 6M | +11.2% | -8.7% | +19.9% | +10.6% |
| YTD | +49.5% | -14.0% | +63.6% | +48.8% |
| 1Y | +60.7% | +12.0% | +48.7% | +48.7% |
| All | +60.7% | +11.2% | +49.4% | +48.7% |
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