+8,886.1%
ADBE vs CB
+7,007.0%
+1,879.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -5.6% | -1.5% | -4.1% | -5.1% |
| 30D | -2.0% | +6.5% | -8.6% | -4.3% |
| 3M | -10.5% | +4.1% | -14.6% | -11.8% |
| 6M | -6.2% | +14.4% | -20.6% | -10.8% |
| YTD | -32.2% | +17.5% | -49.7% | -36.3% |
| 1Y | -27.4% | +27.5% | -55.0% | -33.9% |
| 3Y | -58.9% | +71.6% | -130.5% | -66.9% |
| 5Y | -64.5% | +100.6% | -165.1% | -73.3% |
| 10Y | +120.0% | +243.0% | -123.0% | +29.5% |
| All | +8,886.1% | +7,007.0% | +1,879.1% | +2,135.0% |
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