-61.3%
CSGP vs DECK
+31.2%
-92.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.0% | -1.9% | +2.5% |
| 7D | +18.3% | +10.4% | +7.9% | +15.4% |
| 30D | +17.8% | +11.1% | +6.7% | +14.8% |
| 3M | +9.3% | -10.8% | +20.0% | +12.3% |
| 6M | -7.9% | -8.7% | +0.8% | -6.2% |
| YTD | -51.5% | -14.0% | -37.5% | -50.3% |
| 1Y | -53.3% | +12.0% | -65.3% | -55.3% |
| 3Y | -57.9% | -10.5% | -47.4% | -61.9% |
| 5Y | -61.3% | +28.5% | -89.8% | -72.4% |
| All | -61.3% | +31.2% | -92.6% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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