-25.9%
ADBE vs CARR
-1.4%
-24.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +1.0% |
| 7D | -0.5% | -0.7% | +0.1% | -0.6% |
| 30D | +4.1% | +0.3% | +3.8% | +4.1% |
| 3M | -3.5% | -14.9% | +11.4% | -6.9% |
| 6M | -2.2% | -14.9% | +12.7% | -5.4% |
| YTD | -29.0% | +7.0% | -36.0% | -32.9% |
| 1Y | -25.9% | -1.8% | -24.2% | -27.4% |
| All | -25.9% | -1.4% | -24.5% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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