-59.7%
ADBE vs CB
+99.7%
-159.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -6.1% |
| 7D | -8.6% | +0.5% | -9.1% | -8.7% |
| 30D | +2.8% | -3.1% | +5.9% | +3.9% |
| 3M | +3.1% | +9.0% | -5.8% | +0.5% |
| 6M | -2.4% | +2.9% | -5.3% | -3.2% |
| YTD | -23.9% | +10.1% | -34.0% | -26.3% |
| 1Y | -22.6% | +22.8% | -45.4% | -28.0% |
| 3Y | -52.7% | +73.8% | -126.5% | -62.3% |
| All | -59.7% | +99.7% | -159.4% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling