+148.0%
ADBE vs CAG
-35.7%
+183.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -2.0% |
| 7D | -12.9% | -5.9% | -7.0% | -12.1% |
| 30D | -5.6% | -1.5% | -4.1% | -5.4% |
| 3M | +6.6% | +11.5% | -4.8% | +5.0% |
| 6M | -9.6% | -15.7% | +6.1% | -7.6% |
| YTD | -28.9% | -10.2% | -18.7% | -28.2% |
| 1Y | -28.9% | -18.1% | -10.9% | -27.3% |
| 3Y | -55.6% | -39.4% | -16.2% | -53.1% |
| 5Y | -62.2% | -42.6% | -19.6% | -60.2% |
| All | +148.0% | -35.7% | +183.8% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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