-14.1%
DECK vs CHD
+32.9%
-47.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +6.0% | +5.0% | +1.0% | +4.5% |
| 30D | +7.4% | +15.3% | -7.9% | +3.1% |
| 3M | -11.7% | +7.7% | -19.4% | -13.6% |
| 6M | -11.0% | +19.8% | -30.7% | -15.1% |
| YTD | -15.4% | +34.0% | -49.4% | -19.9% |
| 1Y | +7.2% | +30.1% | -22.9% | +1.6% |
| All | -14.1% | +32.9% | -47.1% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling