+78.7%
CSX vs DECK
-11.0%
+89.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.0% | -3.3% | +2.0% |
| 7D | +0.1% | +10.4% | -10.2% | -0.9% |
| 30D | +9.7% | +11.1% | -1.4% | +8.4% |
| 3M | +2.3% | -10.8% | +13.1% | +3.4% |
| 6M | +17.1% | -8.7% | +25.8% | +17.7% |
| YTD | +44.9% | -14.0% | +58.9% | +46.2% |
| 1Y | +47.1% | +12.0% | +35.1% | +44.0% |
| All | +78.7% | -11.0% | +89.7% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling