-12.8%
DECK vs CDW
-15.9%
+3.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +12.7% | -6.7% | +2.1% |
| 7D | +10.4% | +3.7% | +6.6% | +8.9% |
| 30D | +11.1% | +26.0% | -14.9% | +3.1% |
| 3M | -10.8% | +10.1% | -20.9% | -14.2% |
| 6M | -8.7% | +26.1% | -34.8% | -18.3% |
| YTD | -14.0% | +25.9% | -39.9% | -23.8% |
| 1Y | +12.0% | +21.5% | -9.5% | +1.2% |
| All | -12.8% | -15.9% | +3.1% | -10.3% |
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