-43.0%
CPNG vs DECK
+27.7%
-70.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.0% | +6.0% | +10.0% |
| 7D | +20.8% | +10.4% | +10.5% | +17.1% |
| 30D | +20.1% | +11.1% | +9.0% | +16.1% |
| 3M | +1.6% | -10.8% | +12.4% | +5.3% |
| 6M | -15.8% | -8.7% | -7.1% | -14.3% |
| YTD | -27.7% | -14.0% | -13.7% | -25.8% |
| 1Y | -46.9% | +12.0% | -59.0% | -50.7% |
| 3Y | +2.0% | -10.5% | +12.5% | -16.1% |
| All | -43.0% | +27.7% | -70.8% | -73.1% |
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