-12.8%
DECK vs CPB
-35.6%
+22.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.9% | 0.0% | +4.6% |
| 7D | +10.4% | +13.0% | -2.6% | +7.5% |
| 30D | +11.1% | +20.5% | -9.4% | +6.6% |
| 3M | -10.8% | +2.2% | -13.0% | -11.4% |
| 6M | -8.7% | +15.4% | -24.1% | -11.6% |
| YTD | -14.0% | -12.3% | -1.7% | -12.7% |
| 1Y | +12.0% | -18.0% | +30.0% | +15.0% |
| All | -12.8% | -35.6% | +22.9% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling