+45.8%
CSX vs DECK
+10.4%
+35.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.2% |
| 7D | -2.7% | +6.0% | -8.7% | -3.3% |
| 30D | +7.0% | +7.4% | -0.4% | +6.2% |
| 3M | -0.3% | -11.7% | +11.4% | +0.8% |
| 6M | +13.5% | -11.0% | +24.5% | +14.3% |
| YTD | +41.5% | -15.4% | +56.9% | +43.3% |
| 1Y | +45.8% | +7.2% | +38.5% | +39.1% |
| All | +45.8% | +10.4% | +35.4% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling