-60.9%
ADBE vs CAG
-43.1%
-17.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.4% |
| 7D | -5.4% | -5.7% | +0.3% | -5.0% |
| 30D | -2.5% | -2.4% | -0.1% | -2.4% |
| 3M | +15.3% | +9.8% | +5.5% | +14.9% |
| 6M | -7.8% | -10.8% | +3.0% | -7.6% |
| YTD | -27.9% | -10.8% | -17.1% | -27.8% |
| 1Y | -28.0% | -19.0% | -9.1% | -27.8% |
| 3Y | -55.3% | -39.7% | -15.6% | -55.2% |
| All | -60.9% | -43.1% | -17.8% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling