+137.3%
ADBE vs CAG
-37.3%
+174.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | +1.6% | -3.3% | +4.9% | +2.1% |
| 30D | +1.0% | +7.7% | -6.7% | -0.1% |
| 3M | -10.1% | -3.2% | -7.0% | -9.8% |
| 6M | +3.0% | +7.0% | -4.0% | +1.8% |
| YTD | -30.5% | -9.0% | -21.6% | -30.1% |
| 1Y | -27.1% | -9.6% | -17.5% | -26.6% |
| 3Y | -58.8% | -36.0% | -22.8% | -57.0% |
| 5Y | -63.0% | -40.9% | -22.2% | -61.2% |
| All | +137.3% | -37.3% | +174.6% | +126.7% |
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