+741.1%
DECK vs CHD
+123.7%
+617.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.2% | -2.7% | +0.5% | -1.7% |
| 30D | -13.6% | -4.6% | -9.0% | -12.7% |
| 3M | -21.2% | +5.0% | -26.3% | -22.0% |
| 6M | -21.1% | -3.2% | -17.9% | -20.6% |
| YTD | -17.2% | +18.6% | -35.9% | -19.6% |
| 1Y | -30.7% | +4.8% | -35.6% | -31.4% |
| 3Y | -3.4% | +6.1% | -9.5% | -5.6% |
| 5Y | +25.5% | +24.0% | +1.6% | +16.5% |
| All | +741.1% | +123.7% | +617.4% | +612.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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