+4,255.3%
CSX vs DECK
+7,820.9%
-3,565.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | -3.4% | -2.2% | -1.2% | -3.1% |
| 30D | -3.1% | -13.6% | +10.5% | -1.6% |
| 3M | +7.2% | -21.2% | +28.4% | +9.7% |
| 6M | +16.2% | -21.1% | +37.3% | +18.7% |
| YTD | +37.5% | -17.2% | +54.8% | +39.5% |
| 1Y | +53.2% | -30.7% | +84.0% | +57.8% |
| 3Y | +68.2% | -3.4% | +71.6% | +63.6% |
| 5Y | +65.2% | +25.5% | +39.7% | +54.1% |
| 10Y | +504.1% | +714.7% | -210.5% | +362.0% |
| All | +4,255.3% | +7,820.9% | -3,565.6% | +2,708.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling