+120.0%
ADBE vs CSX
+436.1%
-316.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -2.0% |
| 7D | -5.6% | -2.2% | -3.4% | -4.7% |
| 30D | -2.0% | +6.8% | -8.9% | -4.9% |
| 3M | -10.5% | +0.7% | -11.2% | -11.0% |
| 6M | -6.2% | +13.3% | -19.5% | -11.9% |
| YTD | -32.2% | +40.5% | -72.7% | -43.0% |
| 1Y | -27.4% | +44.7% | -72.1% | -39.9% |
| 3Y | -58.9% | +74.5% | -133.4% | -69.4% |
| 5Y | -64.5% | +52.0% | -116.5% | -72.0% |
| 10Y | +120.0% | +412.6% | -292.6% | +30.6% |
| All | +120.0% | +436.1% | -316.0% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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