+78.0%
CTVA vs DECK
-3.0%
+81.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.0% |
| 7D | +4.9% | -2.2% | +7.2% | +5.1% |
| 30D | +11.9% | -13.6% | +25.5% | +13.3% |
| 3M | +13.7% | -21.2% | +34.9% | +15.8% |
| 6M | +13.1% | -21.1% | +34.2% | +15.1% |
| YTD | +32.0% | -17.2% | +49.2% | +33.3% |
| 1Y | +22.1% | -30.7% | +52.8% | +25.2% |
| All | +78.0% | -3.0% | +81.0% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling