-17.1%
ADBE vs CARR
+425.9%
-443.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.5% |
| 7D | -8.9% | +0.6% | -9.6% | -9.0% |
| 30D | -6.6% | -8.7% | +2.0% | -4.9% |
| 3M | +7.1% | -18.4% | +25.5% | +11.1% |
| 6M | -9.8% | -0.6% | -9.2% | -11.7% |
| YTD | -27.2% | +10.9% | -38.1% | -31.1% |
| 1Y | -28.0% | -7.3% | -20.7% | -28.7% |
| 3Y | -54.5% | +2.9% | -57.4% | -56.9% |
| 5Y | -61.5% | +9.6% | -71.1% | -65.8% |
| All | -17.1% | +425.9% | -443.1% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling