-65.8%
CSGP vs DECK
+21.3%
-87.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.9% |
| 7D | -5.1% | -2.3% | -2.8% | -4.6% |
| 30D | +0.3% | -15.2% | +15.6% | +4.4% |
| 3M | -9.1% | -24.7% | +15.6% | -2.9% |
| 6M | -37.3% | -20.8% | -16.5% | -34.1% |
| YTD | -54.9% | -20.3% | -34.6% | -52.9% |
| 1Y | -65.5% | -29.5% | -36.0% | -63.2% |
| 3Y | -63.3% | -6.0% | -57.3% | -67.4% |
| 5Y | -65.8% | +23.5% | -89.3% | -75.9% |
| All | -65.8% | +21.3% | -87.1% | -75.9% |
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