+20,037.3%
ADBE vs CSX
+10,157.3%
+9,880.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -1.6% |
| 7D | -4.4% | -5.5% | +1.2% | -2.2% |
| 30D | +2.8% | +4.9% | -2.1% | +0.8% |
| 3M | -8.0% | -2.9% | -5.2% | -7.1% |
| 6M | -4.3% | +8.3% | -12.7% | -7.9% |
| YTD | -31.6% | +36.7% | -68.4% | -40.7% |
| 1Y | -26.9% | +41.5% | -68.4% | -37.5% |
| 3Y | -57.7% | +68.6% | -126.3% | -66.7% |
| 5Y | -63.9% | +48.4% | -112.3% | -70.1% |
| 10Y | +125.3% | +446.6% | -321.3% | +7.1% |
| All | +20,037.3% | +10,157.3% | +9,880.0% | +2,795.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling