-25.9%
ADBE vs CAH
+38.5%
-64.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +1.4% |
| 7D | -0.5% | +7.0% | -7.5% | +0.5% |
| 30D | +4.1% | +12.4% | -8.3% | +6.2% |
| 3M | -3.5% | +12.2% | -15.7% | -1.4% |
| 6M | -2.2% | +33.2% | -35.4% | +6.3% |
| YTD | -29.0% | +28.4% | -57.4% | -22.7% |
| 1Y | -25.9% | +35.0% | -60.9% | -18.0% |
| All | -25.9% | +38.5% | -64.4% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling