+479.2%
CSX vs DECK
+937.4%
-458.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.0% | -3.3% | +1.3% |
| 7D | +0.1% | +10.4% | -10.2% | -2.0% |
| 30D | +9.7% | +11.1% | -1.4% | +7.1% |
| 3M | +2.3% | -10.8% | +13.1% | +4.6% |
| 6M | +17.1% | -8.7% | +25.8% | +18.4% |
| YTD | +44.9% | -14.0% | +58.9% | +47.3% |
| 1Y | +47.1% | +12.0% | +35.1% | +40.4% |
| 3Y | +78.6% | -10.5% | +89.0% | +66.5% |
| 5Y | +57.2% | +28.5% | +28.7% | +27.8% |
| 10Y | +479.2% | +923.3% | -444.1% | +191.1% |
| All | +479.2% | +937.4% | -458.2% | +191.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling