+186.4%
COP vs DECK
+25.5%
+160.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -1.2% |
| 7D | +3.0% | -2.2% | +5.2% | +3.2% |
| 30D | +17.5% | -13.6% | +31.1% | +18.7% |
| 3M | +13.4% | -21.2% | +34.6% | +15.3% |
| 6M | +17.7% | -21.1% | +38.8% | +19.4% |
| YTD | +46.6% | -17.2% | +63.8% | +47.5% |
| 1Y | +44.6% | -30.7% | +75.4% | +47.8% |
| 3Y | +20.7% | -3.4% | +24.1% | +15.9% |
| All | +186.4% | +25.5% | +160.8% | +166.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling