+923.3%
DECK vs CP
+265.2%
+658.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.5% | +2.5% | +4.0% |
| 7D | +10.4% | +5.6% | +4.8% | +7.0% |
| 30D | +11.1% | +10.0% | +1.1% | +5.2% |
| 3M | -10.8% | +4.4% | -15.2% | -13.1% |
| 6M | -8.7% | +14.1% | -22.8% | -15.4% |
| YTD | -14.0% | +29.1% | -43.1% | -26.1% |
| 1Y | +12.0% | +34.6% | -22.5% | -6.0% |
| 3Y | -10.5% | +29.8% | -40.2% | -24.4% |
| 5Y | +28.5% | +28.7% | -0.2% | +6.4% |
| 10Y | +923.3% | +267.3% | +655.9% | +445.8% |
| All | +923.3% | +265.2% | +658.1% | +445.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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