+11.2%
COP vs DECK
-10.6%
+21.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.0% | -11.1% | -3.1% |
| 7D | -8.1% | +10.4% | -18.5% | -4.9% |
| 30D | +6.7% | +11.1% | -4.4% | +10.7% |
| 3M | +16.9% | -10.8% | +27.7% | +13.8% |
| 6M | +11.2% | -8.7% | +19.9% | +11.3% |
| All | +11.2% | -10.6% | +21.8% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling