+63.1%
CVE vs DECK
-11.0%
+74.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.0% | -13.6% | -7.9% |
| 7D | -12.1% | +10.4% | -22.4% | -12.6% |
| 30D | -9.8% | +11.1% | -20.9% | -10.4% |
| 3M | -0.7% | -10.8% | +10.1% | +0.1% |
| 6M | -4.3% | -8.7% | +4.4% | -4.2% |
| YTD | +70.6% | -14.0% | +84.6% | +70.7% |
| 1Y | +73.2% | +12.0% | +61.1% | +65.8% |
| All | +63.1% | -11.0% | +74.0% | +70.2% |
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