+67.8%
CSX vs DECK
+25.5%
+42.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | -3.4% | -2.2% | -1.2% | -3.1% |
| 30D | -3.1% | -13.6% | +10.5% | -1.2% |
| 3M | +7.2% | -21.2% | +28.4% | +10.4% |
| 6M | +16.2% | -21.1% | +37.3% | +19.4% |
| YTD | +37.5% | -17.2% | +54.8% | +39.9% |
| 1Y | +53.2% | -30.7% | +84.0% | +59.3% |
| 3Y | +68.2% | -3.4% | +71.6% | +58.0% |
| All | +67.8% | +25.5% | +42.3% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling