+157.5%
ADBE vs CSGP
+45.2%
+112.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -5.5% |
| 7D | -8.6% | -4.1% | -4.5% | -6.6% |
| 30D | +2.8% | +2.3% | +0.5% | +1.4% |
| 3M | +3.1% | -8.2% | +11.3% | +7.0% |
| 6M | -2.4% | -35.1% | +32.6% | +19.5% |
| YTD | -23.9% | -54.0% | +30.2% | +8.7% |
| 1Y | -22.6% | -65.3% | +42.7% | +26.7% |
| 3Y | -52.7% | -62.6% | +9.9% | -29.5% |
| 5Y | -60.0% | -64.8% | +4.8% | -40.3% |
| All | +157.5% | +45.2% | +112.3% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling