+741.1%
DECK vs CDW
+283.9%
+457.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | -2.2% | +3.2% | -5.4% | -3.8% |
| 30D | -13.6% | +9.3% | -22.9% | -18.0% |
| 3M | -21.2% | +9.8% | -31.0% | -26.3% |
| 6M | -21.1% | +23.3% | -44.4% | -33.6% |
| YTD | -17.2% | +13.7% | -30.9% | -27.5% |
| 1Y | -30.7% | -6.5% | -24.3% | -32.2% |
| 3Y | -3.4% | -25.2% | +21.9% | +5.2% |
| 5Y | +25.5% | -19.5% | +45.0% | +28.2% |
| All | +741.1% | +283.9% | +457.2% | +302.2% |
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