+2.5%
CVS vs DECK
+25.8%
-23.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +1.8% |
| 7D | -10.0% | +6.0% | -16.0% | -10.2% |
| 30D | -5.2% | +7.4% | -12.7% | -5.6% |
| 3M | -17.4% | -11.7% | -5.7% | -16.9% |
| 6M | +2.1% | -11.0% | +13.1% | +2.6% |
| YTD | +5.6% | -15.4% | +21.0% | +6.1% |
| 1Y | +6.7% | +7.2% | -0.5% | +5.9% |
| 3Y | +29.6% | -11.8% | +41.5% | +26.2% |
| 5Y | +2.5% | +24.3% | -21.8% | -8.6% |
| All | +2.5% | +25.8% | -23.3% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling