-14.1%
DECK vs CDW
-21.1%
+7.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | +0.4% |
| 7D | +6.0% | -4.1% | +10.1% | +7.1% |
| 30D | +7.4% | +16.7% | -9.3% | +2.1% |
| 3M | -11.7% | +13.6% | -25.2% | -15.9% |
| 6M | -11.0% | +17.0% | -28.0% | -18.3% |
| YTD | -15.4% | +18.1% | -33.5% | -23.5% |
| 1Y | +7.2% | +10.5% | -3.2% | +0.6% |
| All | -14.1% | -21.1% | +7.0% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling