+21,548.7%
ADBE vs CAH
+14,665.6%
+6,883.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -2.7% |
| 7D | -10.1% | +0.5% | -10.6% | -10.2% |
| 30D | -3.0% | +1.7% | -4.7% | -3.6% |
| 3M | +5.0% | +17.9% | -12.9% | -0.1% |
| 6M | -9.3% | +10.9% | -20.2% | -12.6% |
| YTD | -26.5% | +17.9% | -44.4% | -30.9% |
| 1Y | -28.3% | +61.7% | -90.0% | -39.0% |
| 3Y | -54.1% | +183.7% | -237.8% | -67.5% |
| 5Y | -61.2% | +401.3% | -462.5% | -77.2% |
| 10Y | +152.5% | +293.7% | -141.1% | +48.9% |
| All | +21,548.7% | +14,665.6% | +6,883.1% | +5,046.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling