+199.4%
CTVA vs DECK
+227.5%
-28.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +2.2% | +5.8% | -3.5% | +1.1% |
| 30D | -17.6% | +7.9% | -25.5% | -19.0% |
| 3M | +3.4% | -11.4% | +14.8% | +5.7% |
| 6M | -2.6% | -16.6% | +14.0% | +0.4% |
| YTD | +19.1% | -16.4% | +35.5% | +21.4% |
| 1Y | +26.8% | +8.6% | +18.1% | +21.8% |
| 3Y | +63.9% | -15.1% | +79.0% | +54.9% |
| 5Y | +75.7% | +22.9% | +52.9% | +45.3% |
| All | +199.4% | +227.5% | -28.1% | +71.5% |
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