+67.4%
CVE vs DECK
+1,521.8%
-1,454.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.0% | -13.6% | -8.9% |
| 7D | -12.1% | +10.4% | -22.4% | -14.1% |
| 30D | -9.8% | +11.1% | -20.9% | -12.1% |
| 3M | -0.7% | -10.8% | +10.1% | +1.1% |
| 6M | -4.3% | -8.7% | +4.4% | -4.0% |
| YTD | +70.6% | -14.0% | +84.6% | +71.1% |
| 1Y | +73.2% | +12.0% | +61.1% | +62.8% |
| 3Y | +60.3% | -10.5% | +70.8% | +50.2% |
| 5Y | +159.3% | +28.5% | +130.8% | +114.4% |
| 10Y | +147.4% | +923.3% | -775.8% | +25.5% |
| All | +67.4% | +1,521.8% | -1,454.5% | -35.2% |
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 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