+109.0%
CTVA vs DECK
+25.5%
+83.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.0% |
| 7D | +4.9% | -2.2% | +7.2% | +5.2% |
| 30D | +11.9% | -13.6% | +25.5% | +13.7% |
| 3M | +13.7% | -21.2% | +34.9% | +16.5% |
| 6M | +13.1% | -21.1% | +34.2% | +15.6% |
| YTD | +32.0% | -17.2% | +49.2% | +33.7% |
| 1Y | +22.1% | -30.7% | +52.8% | +26.0% |
| 3Y | +77.5% | -3.4% | +80.8% | +70.6% |
| All | +109.0% | +25.5% | +83.5% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling