+127.4%
ADBE vs CB
+246.9%
-119.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.8% |
| 7D | -3.8% | +0.7% | -4.5% | -4.1% |
| 30D | -2.3% | +8.2% | -10.5% | -5.0% |
| 3M | -13.3% | +6.3% | -19.6% | -15.2% |
| 6M | -6.5% | +16.2% | -22.6% | -11.3% |
| YTD | -32.4% | +19.3% | -51.7% | -36.7% |
| 1Y | -28.0% | +29.2% | -57.2% | -34.5% |
| 3Y | -60.4% | +71.4% | -131.8% | -68.0% |
| 5Y | -63.4% | +104.2% | -167.7% | -72.6% |
| 10Y | +127.4% | +246.7% | -119.2% | +40.6% |
| All | +127.4% | +246.9% | -119.5% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling