+6,920.8%
DECK vs CP
+9,466.8%
-2,546.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | -2.2% | -2.7% | +0.5% | -1.1% |
| 30D | -13.6% | +0.2% | -13.8% | -13.7% |
| 3M | -21.2% | +2.6% | -23.8% | -22.2% |
| 6M | -21.1% | +6.0% | -27.1% | -23.0% |
| YTD | -17.2% | +24.9% | -42.2% | -25.0% |
| 1Y | -30.7% | +20.1% | -50.9% | -36.2% |
| 3Y | -3.4% | +16.4% | -19.7% | -10.4% |
| 5Y | +25.5% | +31.7% | -6.2% | +9.1% |
| 10Y | +714.7% | +223.9% | +490.8% | +385.9% |
| All | +6,920.8% | +9,466.8% | -2,546.0% | +1,410.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling