+877.2%
DECK vs CHD
+182.8%
+694.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | +5.8% | +2.0% | +3.8% | +5.4% |
| 30D | +7.9% | +13.0% | -5.1% | +5.2% |
| 3M | -11.4% | +6.1% | -17.5% | -12.5% |
| 6M | -16.6% | +15.9% | -32.4% | -18.9% |
| YTD | -16.4% | +31.6% | -48.0% | -20.4% |
| 1Y | +8.6% | +28.5% | -19.8% | +3.8% |
| 3Y | -15.1% | +30.5% | -45.6% | -20.2% |
| 5Y | +22.9% | +30.7% | -7.9% | +13.1% |
| All | +877.2% | +182.8% | +694.4% | +706.2% |
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