-1.8%
DECK vs CPB
-40.0%
+38.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +4.9% | +2.3% |
| 7D | -2.2% | -8.6% | +6.4% | -0.5% |
| 30D | -13.6% | -7.2% | -6.3% | -12.3% |
| 3M | -21.2% | +0.9% | -22.1% | -21.4% |
| 6M | -21.1% | -11.8% | -9.3% | -19.6% |
| YTD | -17.2% | -19.4% | +2.2% | -14.6% |
| 1Y | -30.7% | -30.4% | -0.4% | -27.4% |
| All | -1.8% | -40.0% | +38.2% | +2.1% |
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