-69.2%
CPNG vs DECK
+62.9%
-132.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.5% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | +5.5% | +4.8% | +0.7% | +4.0% |
| 3M | -6.8% | -6.9% | +0.2% | -4.6% |
| 6M | -4.8% | -7.6% | +2.7% | -3.2% |
| YTD | -35.6% | -16.3% | -19.4% | -33.4% |
| 1Y | -46.8% | +4.5% | -51.2% | -49.0% |
| 3Y | -0.8% | -17.1% | +16.3% | -12.1% |
| 5Y | -42.9% | +21.9% | -64.7% | -66.9% |
| All | -69.2% | +62.9% | -132.0% | -82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling