+7.2%
DECK vs CPB
-17.5%
+24.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.8% |
| 7D | +6.0% | +11.6% | -5.6% | +2.1% |
| 30D | +7.4% | +23.3% | -15.9% | 0.0% |
| 3M | -11.7% | +1.6% | -13.3% | -12.1% |
| 6M | -11.0% | +13.9% | -24.9% | -15.5% |
| YTD | -15.4% | -11.7% | -3.7% | -10.1% |
| 1Y | +7.2% | -18.2% | +25.5% | +19.5% |
| All | +7.2% | -17.5% | +24.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling