-63.4%
ADBE vs CSGP
-63.3%
-0.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +1.0% |
| 7D | -3.8% | -3.2% | -0.7% | -2.6% |
| 30D | -2.3% | +2.2% | -4.5% | -4.2% |
| 3M | -13.3% | -3.7% | -9.6% | -13.0% |
| 6M | -6.5% | -7.4% | +1.0% | -4.8% |
| YTD | -32.4% | -54.9% | +22.5% | -8.8% |
| 1Y | -28.0% | -54.9% | +26.9% | -3.1% |
| 3Y | -60.4% | -61.9% | +1.6% | -45.7% |
| 5Y | -63.4% | -63.1% | -0.3% | -48.4% |
| All | -63.4% | -63.3% | -0.1% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling