-58.8%
ADBE vs CSX
+77.5%
-136.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +1.6% | +6.0% | -4.4% | 0.0% |
| 30D | +1.0% | +7.8% | -6.8% | -1.0% |
| 3M | -10.1% | +4.1% | -14.2% | -11.2% |
| 6M | +3.0% | +17.9% | -14.9% | -1.9% |
| YTD | -30.5% | +44.9% | -75.4% | -39.3% |
| 1Y | -27.1% | +51.1% | -78.3% | -37.5% |
| 3Y | -58.8% | +78.3% | -137.1% | -66.7% |
| All | -58.8% | +77.5% | -136.3% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling