+888.8%
DECK vs CDW
+306.8%
+582.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | +1.5% |
| 7D | +6.0% | -4.1% | +10.1% | +7.7% |
| 30D | +7.4% | +16.7% | -9.3% | -1.3% |
| 3M | -11.7% | +13.6% | -25.2% | -18.7% |
| 6M | -11.0% | +17.0% | -28.0% | -23.0% |
| YTD | -15.4% | +18.1% | -33.5% | -28.1% |
| 1Y | +7.2% | +10.5% | -3.2% | -5.3% |
| 3Y | -11.8% | -20.9% | +9.1% | -7.9% |
| 5Y | +24.3% | -9.3% | +33.7% | +17.8% |
| All | +888.8% | +306.8% | +582.1% | +402.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling