+24.3%
CTVA vs DECK
+9.7%
+14.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.5% |
| 7D | +1.6% | +6.4% | -4.8% | +1.2% |
| 30D | -8.5% | +9.1% | -17.6% | -9.0% |
| 3M | +5.3% | -7.2% | +12.5% | +5.2% |
| 6M | -0.1% | -9.9% | +9.9% | 0.0% |
| YTD | +21.2% | -12.8% | +34.0% | +21.9% |
| All | +24.3% | +9.7% | +14.6% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling