+129.2%
ADBE vs CSX
+422.0%
-292.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.3% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | -0.2% | +8.7% | -8.9% | -3.9% |
| 3M | -9.9% | +4.2% | -14.1% | -11.7% |
| 6M | -3.5% | +16.7% | -20.2% | -10.5% |
| YTD | -32.1% | +44.5% | -76.6% | -43.7% |
| 1Y | -28.7% | +50.3% | -79.0% | -41.9% |
| 3Y | -60.2% | +76.3% | -136.5% | -70.5% |
| 5Y | -63.1% | +58.1% | -121.2% | -71.4% |
| 10Y | +129.2% | +416.4% | -287.2% | +31.6% |
| All | +129.2% | +422.0% | -292.8% | +31.6% |
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