+26.3%
COP vs DECK
-11.0%
+37.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.0% | -11.1% | -5.4% |
| 7D | -8.1% | +10.4% | -18.5% | -8.5% |
| 30D | +6.7% | +11.1% | -4.4% | +6.1% |
| 3M | +16.9% | -10.8% | +27.7% | +17.6% |
| 6M | +11.2% | -8.7% | +19.9% | +11.3% |
| YTD | +49.5% | -14.0% | +63.6% | +49.7% |
| 1Y | +60.7% | +12.0% | +48.7% | +56.0% |
| All | +26.3% | -11.0% | +37.3% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling