+89.9%
CVE vs DECK
+1,461.8%
-1,371.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | +2.5% | -2.2% | +4.7% | +3.0% |
| 30D | +16.7% | -13.6% | +30.3% | +20.3% |
| 3M | +9.3% | -21.2% | +30.5% | +14.3% |
| 6M | +43.6% | -21.1% | +64.7% | +48.7% |
| YTD | +93.6% | -17.2% | +110.8% | +96.7% |
| 1Y | +98.8% | -30.7% | +129.5% | +109.0% |
| 3Y | +73.6% | -3.4% | +77.0% | +59.1% |
| 5Y | +312.5% | +25.5% | +286.9% | +242.4% |
| 10Y | +161.0% | +714.7% | -553.6% | +38.7% |
| All | +89.9% | +1,461.8% | -1,371.8% | -25.5% |
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