-66.9%
CPNG vs DECK
+62.7%
-129.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +13.4% | +5.8% | +7.6% | +11.5% |
| 30D | +10.0% | +7.9% | +2.1% | +7.6% |
| 3M | -0.4% | -11.4% | +11.0% | +3.4% |
| 6M | -8.9% | -16.6% | +7.6% | -4.3% |
| YTD | -30.9% | -16.4% | -14.6% | -28.5% |
| 1Y | -43.8% | +8.6% | -52.5% | -47.0% |
| 3Y | -2.5% | -15.1% | +12.7% | -14.6% |
| 5Y | -45.6% | +22.9% | -68.4% | -68.5% |
| All | -66.9% | +62.7% | -129.6% | -81.5% |
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