+208.5%
CTVA vs DECK
+236.5%
-28.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.0% | -2.8% | +2.0% |
| 7D | +8.2% | +10.4% | -2.2% | +6.1% |
| 30D | -1.0% | +11.1% | -12.1% | -3.2% |
| 3M | +4.6% | -10.8% | +15.3% | +6.7% |
| 6M | +0.5% | -8.7% | +9.2% | +1.6% |
| YTD | +22.7% | -14.0% | +36.8% | +24.4% |
| 1Y | +32.0% | +12.0% | +19.9% | +26.0% |
| 3Y | +68.0% | -10.5% | +78.4% | +56.7% |
| 5Y | +81.8% | +28.5% | +53.3% | +48.6% |
| All | +208.5% | +236.5% | -28.1% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling