+988.0%
DECK vs CDW
+1,010.9%
-22.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +12.7% | -6.7% | -0.1% |
| 7D | +10.4% | +3.7% | +6.6% | +8.1% |
| 30D | +11.1% | +26.0% | -14.9% | -1.1% |
| 3M | -10.8% | +10.1% | -20.9% | -16.4% |
| 6M | -8.7% | +26.1% | -34.8% | -23.2% |
| YTD | -14.0% | +25.9% | -39.9% | -28.5% |
| 1Y | +12.0% | +21.5% | -9.5% | -5.0% |
| 3Y | -10.5% | -15.7% | +5.3% | -9.4% |
| 5Y | +28.5% | -2.3% | +30.8% | +18.6% |
| 10Y | +923.3% | +337.4% | +585.9% | +386.0% |
| All | +988.0% | +1,010.9% | -22.8% | +310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling