+3,264.4%
CSGP vs DECK
+22,164.2%
-18,899.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.6% |
| 7D | -4.1% | -2.2% | -1.8% | -3.8% |
| 30D | +2.3% | -13.6% | +15.9% | +4.2% |
| 3M | -8.2% | -21.2% | +13.1% | -5.5% |
| 6M | -35.1% | -21.1% | -14.0% | -33.3% |
| YTD | -54.0% | -17.2% | -36.8% | -53.2% |
| 1Y | -65.3% | -30.7% | -34.6% | -64.0% |
| 3Y | -62.6% | -3.4% | -59.2% | -63.5% |
| 5Y | -64.8% | +25.5% | -90.4% | -67.1% |
| 10Y | +45.1% | +714.7% | -669.6% | +9.6% |
| All | +3,264.4% | +22,164.2% | -18,899.8% | +2,147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling