+53.2%
CSX vs DECK
-30.4%
+83.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | -3.4% | -2.2% | -1.2% | -3.2% |
| 30D | -3.1% | -13.6% | +10.5% | -2.2% |
| 3M | +7.2% | -21.2% | +28.4% | +8.9% |
| 6M | +16.2% | -21.1% | +37.3% | +17.5% |
| YTD | +37.5% | -17.2% | +54.8% | +38.8% |
| 1Y | +53.2% | -30.7% | +84.0% | +56.8% |
| All | +53.2% | -30.4% | +83.6% | +56.8% |
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