-60.4%
ADBE vs CSGP
-61.1%
+0.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +0.7% |
| 7D | -3.8% | -3.2% | -0.7% | -2.9% |
| 30D | -2.3% | +2.2% | -4.5% | -3.7% |
| 3M | -13.3% | -3.7% | -9.6% | -12.9% |
| 6M | -6.5% | -7.4% | +1.0% | -5.4% |
| YTD | -32.4% | -54.9% | +22.5% | -19.1% |
| 1Y | -28.0% | -54.9% | +26.9% | -13.9% |
| 3Y | -60.4% | -61.9% | +1.6% | -53.1% |
| All | -60.4% | -61.1% | +0.7% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling