+888.8%
DECK vs CHD
+188.0%
+700.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +6.0% | +5.0% | +1.0% | +5.0% |
| 30D | +7.4% | +15.3% | -7.9% | +4.3% |
| 3M | -11.7% | +7.7% | -19.4% | -13.0% |
| 6M | -11.0% | +19.8% | -30.7% | -14.1% |
| YTD | -15.4% | +34.0% | -49.4% | -19.7% |
| 1Y | +7.2% | +30.1% | -22.9% | +2.2% |
| 3Y | -11.8% | +33.0% | -44.8% | -17.4% |
| 5Y | +24.3% | +33.1% | -8.8% | +14.0% |
| All | +888.8% | +188.0% | +700.8% | +712.6% |
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