-62.2%
ADBE vs CAH
+392.8%
-455.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.2% |
| 7D | -12.9% | -5.1% | -7.9% | -12.4% |
| 30D | -5.6% | -1.8% | -3.9% | -5.4% |
| 3M | +6.6% | +9.4% | -2.7% | +5.4% |
| 6M | -9.6% | +9.2% | -18.8% | -10.6% |
| YTD | -28.9% | +15.7% | -44.6% | -30.7% |
| 1Y | -28.9% | +59.7% | -88.7% | -35.8% |
| 3Y | -55.6% | +178.5% | -234.1% | -65.3% |
| 5Y | -62.2% | +398.3% | -460.5% | -74.4% |
| All | -62.2% | +392.8% | -455.1% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling