-14.1%
DECK vs CNI
+20.7%
-34.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.5% |
| 7D | +6.0% | +2.0% | +4.1% | +5.0% |
| 30D | +7.4% | +6.8% | +0.6% | +3.7% |
| 3M | -11.7% | -0.3% | -11.4% | -11.5% |
| 6M | -11.0% | +16.3% | -27.2% | -18.1% |
| YTD | -15.4% | +30.2% | -45.5% | -27.4% |
| 1Y | +7.2% | +34.0% | -26.8% | -9.8% |
| All | -14.1% | +20.7% | -34.8% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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