-52.4%
ADBE vs CB
+74.3%
-126.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -6.2% |
| 7D | -8.6% | +0.5% | -9.1% | -8.6% |
| 30D | +2.8% | -3.1% | +5.9% | +3.6% |
| 3M | +3.1% | +9.0% | -5.8% | +1.7% |
| 6M | -2.4% | +2.9% | -5.3% | -2.7% |
| YTD | -23.9% | +10.1% | -34.0% | -25.4% |
| 1Y | -22.6% | +22.8% | -45.4% | -26.1% |
| All | -52.4% | +74.3% | -126.8% | -59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling