+7,078.7%
DECK vs CHD
+8,779.3%
-1,700.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +6.0% | +5.0% | +1.0% | +4.6% |
| 30D | +7.4% | +15.3% | -7.9% | +3.3% |
| 3M | -11.7% | +7.7% | -19.4% | -13.4% |
| 6M | -11.0% | +19.8% | -30.7% | -15.2% |
| YTD | -15.4% | +34.0% | -49.4% | -21.7% |
| 1Y | +7.2% | +30.1% | -22.9% | 0.0% |
| 3Y | -11.8% | +33.0% | -44.8% | -19.5% |
| 5Y | +24.3% | +33.1% | -8.8% | +11.5% |
| 10Y | +907.5% | +189.4% | +718.1% | +599.2% |
| All | +7,078.7% | +8,779.3% | -1,700.5% | +2,342.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling