+73.2%
CVE vs DECK
-3.0%
+76.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | +2.5% | -2.2% | +4.7% | +2.6% |
| 30D | +16.7% | -13.6% | +30.3% | +17.8% |
| 3M | +9.3% | -21.2% | +30.5% | +10.9% |
| 6M | +43.6% | -21.1% | +64.7% | +45.4% |
| YTD | +93.6% | -17.2% | +110.8% | +94.1% |
| 1Y | +98.8% | -30.7% | +129.5% | +103.6% |
| All | +73.2% | -3.0% | +76.2% | +83.1% |
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