+888.8%
DECK vs CP
+259.9%
+628.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | +6.0% | +6.1% | -0.1% | +2.6% |
| 30D | +7.4% | +9.8% | -2.3% | +1.9% |
| 3M | -11.7% | +2.7% | -14.4% | -13.1% |
| 6M | -11.0% | +12.8% | -23.7% | -16.9% |
| YTD | -15.4% | +28.2% | -43.5% | -26.9% |
| 1Y | +7.2% | +34.1% | -26.9% | -9.8% |
| 3Y | -11.8% | +28.9% | -40.7% | -25.3% |
| 5Y | +24.3% | +27.1% | -2.7% | +3.8% |
| All | +888.8% | +259.9% | +628.9% | +433.2% |
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