-66.7%
CPNG vs DECK
+64.6%
-131.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.2% |
| 7D | +12.7% | +6.0% | +6.7% | +10.8% |
| 30D | +13.9% | +7.4% | +6.4% | +11.5% |
| 3M | +2.6% | -11.7% | +14.3% | +6.6% |
| 6M | -20.9% | -11.0% | -9.9% | -18.8% |
| YTD | -30.4% | -15.4% | -15.0% | -28.2% |
| 1Y | -45.7% | +7.2% | -52.9% | -48.5% |
| 3Y | -1.7% | -11.8% | +10.1% | -15.4% |
| 5Y | -45.1% | +24.3% | -69.5% | -68.3% |
| All | -66.7% | +64.6% | -131.3% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling