+121.7%
COP vs DECK
+31.2%
+90.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.0% | -11.1% | -5.6% |
| 7D | -8.1% | +10.4% | -18.5% | -8.8% |
| 30D | +6.7% | +11.1% | -4.4% | +5.7% |
| 3M | +16.9% | -10.8% | +27.7% | +17.8% |
| 6M | +11.2% | -8.7% | +19.9% | +11.4% |
| YTD | +49.5% | -14.0% | +63.6% | +49.9% |
| 1Y | +60.7% | +12.0% | +48.7% | +55.9% |
| 3Y | +24.9% | -10.5% | +35.4% | +20.3% |
| 5Y | +121.7% | +28.5% | +93.2% | +114.9% |
| All | +121.7% | +31.2% | +90.5% | +114.9% |
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