+8,961.1%
ADBE vs CB
+7,037.7%
+1,923.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.2% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | +2.8% | +9.1% | -6.3% | -0.4% |
| 3M | -8.0% | +3.4% | -11.5% | -9.2% |
| 6M | -4.3% | +14.1% | -18.4% | -8.9% |
| YTD | -31.6% | +18.0% | -49.6% | -35.9% |
| 1Y | -26.9% | +30.1% | -57.0% | -33.9% |
| 3Y | -57.7% | +71.8% | -129.5% | -65.9% |
| 5Y | -63.9% | +101.8% | -165.7% | -72.9% |
| 10Y | +125.3% | +252.1% | -126.8% | +31.4% |
| All | +8,961.1% | +7,037.7% | +1,923.4% | +2,150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling