+67.3%
CVX vs DECK
-11.0%
+78.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.0% | -9.7% | -3.9% |
| 7D | -5.3% | +10.4% | -15.7% | -5.8% |
| 30D | +5.1% | +11.1% | -6.0% | +4.5% |
| 3M | +14.9% | -10.8% | +25.7% | +15.7% |
| 6M | +14.9% | -8.7% | +23.6% | +15.1% |
| YTD | +46.3% | -14.0% | +60.4% | +46.7% |
| 1Y | +47.0% | +12.0% | +35.0% | +43.5% |
| All | +67.3% | -11.0% | +78.3% | +66.3% |
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