-54.9%
ADBE vs CAG
-37.6%
-17.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -8.9% | -6.6% | -2.3% | -8.4% |
| 30D | -6.6% | +2.3% | -8.9% | -6.8% |
| 3M | +7.1% | +16.3% | -9.2% | +6.5% |
| 6M | -9.8% | -16.0% | +6.3% | -9.8% |
| YTD | -27.2% | -7.7% | -19.5% | -27.4% |
| 1Y | -28.0% | -16.0% | -12.0% | -28.2% |
| All | -54.9% | -37.6% | -17.3% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling