+24.3%
DECK vs CPB
-31.1%
+55.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.7% |
| 7D | +6.0% | +11.6% | -5.6% | +4.1% |
| 30D | +7.4% | +23.3% | -15.9% | +3.8% |
| 3M | -11.7% | +1.6% | -13.3% | -12.1% |
| 6M | -11.0% | +13.9% | -24.9% | -12.9% |
| YTD | -15.4% | -11.7% | -3.7% | -14.6% |
| 1Y | +7.2% | -18.2% | +25.5% | +9.1% |
| 3Y | -11.8% | -35.2% | +23.3% | -10.6% |
| 5Y | +24.3% | -30.5% | +54.9% | +30.5% |
| All | +24.3% | -31.1% | +55.5% | +30.5% |
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 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