+28.5%
DECK vs CDW
-3.6%
+32.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +12.7% | -6.7% | +0.5% |
| 7D | +10.4% | +3.7% | +6.6% | +8.3% |
| 30D | +11.1% | +26.0% | -14.9% | 0.0% |
| 3M | -10.8% | +10.1% | -20.9% | -15.7% |
| 6M | -8.7% | +26.1% | -34.8% | -22.1% |
| YTD | -14.0% | +25.9% | -39.9% | -27.5% |
| 1Y | +12.0% | +21.5% | -9.5% | -3.5% |
| 3Y | -10.5% | -15.7% | +5.3% | -7.7% |
| 5Y | +28.5% | -2.3% | +30.8% | +13.6% |
| All | +28.5% | -3.6% | +32.1% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling