+148.0%
ADBE vs CCL
-42.0%
+190.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -12.9% | -4.3% | -8.6% | -12.3% |
| 30D | -5.6% | -19.0% | +13.3% | -2.3% |
| 3M | +6.6% | -13.1% | +19.7% | +8.7% |
| 6M | -9.6% | -13.3% | +3.7% | -8.5% |
| YTD | -28.9% | -25.2% | -3.7% | -26.5% |
| 1Y | -28.9% | -27.2% | -1.7% | -26.5% |
| 3Y | -55.6% | +49.2% | -104.8% | -60.5% |
| 5Y | -62.2% | +0.4% | -62.6% | -66.3% |
| All | +148.0% | -42.0% | +190.0% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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