-60.9%
ADBE vs CARR
+8.3%
-69.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +0.9% |
| 7D | -5.4% | -3.8% | -1.6% | -4.2% |
| 30D | -2.5% | -8.9% | +6.4% | +0.4% |
| 3M | +15.3% | -17.3% | +32.6% | +21.3% |
| 6M | -7.8% | -1.4% | -6.5% | -11.2% |
| YTD | -27.9% | +10.0% | -37.9% | -34.5% |
| 1Y | -28.0% | -6.4% | -21.7% | -29.9% |
| 3Y | -55.3% | +1.5% | -56.9% | -60.5% |
| All | -60.9% | +8.3% | -69.2% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling