+65.8%
CTVA vs DECK
-12.4%
+78.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | +5.0% | +6.0% | -1.0% | +4.4% |
| 30D | -13.4% | +7.4% | -20.9% | -14.1% |
| 3M | +2.2% | -11.7% | +13.9% | +3.3% |
| 6M | -3.9% | -11.0% | +7.0% | -3.2% |
| YTD | +20.5% | -15.4% | +35.9% | +21.5% |
| 1Y | +27.2% | +7.2% | +20.0% | +24.7% |
| All | +65.8% | -12.4% | +78.2% | +74.7% |
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