+28.5%
DECK vs CPB
-32.4%
+60.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.9% | 0.0% | +4.9% |
| 7D | +10.4% | +13.0% | -2.6% | +8.2% |
| 30D | +11.1% | +20.5% | -9.4% | +7.7% |
| 3M | -10.8% | +2.2% | -13.0% | -11.3% |
| 6M | -8.7% | +15.4% | -24.1% | -10.9% |
| YTD | -14.0% | -12.3% | -1.7% | -13.1% |
| 1Y | +12.0% | -18.0% | +30.0% | +14.0% |
| 3Y | -10.5% | -35.7% | +25.2% | -9.1% |
| 5Y | +28.5% | -31.4% | +59.9% | +35.8% |
| All | +28.5% | -32.4% | +60.9% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling