-50.7%
ADBE vs CEG
+703.5%
-754.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | -8.9% | +1.3% | -10.2% | -9.1% |
| 30D | -6.6% | +8.8% | -15.5% | -7.5% |
| 3M | +7.1% | +17.0% | -9.8% | +5.1% |
| 6M | -9.8% | -8.7% | -1.0% | -9.4% |
| YTD | -27.2% | -16.4% | -10.7% | -26.2% |
| 1Y | -28.0% | -1.8% | -26.3% | -29.4% |
| 3Y | -54.5% | +175.8% | -230.3% | -67.8% |
| All | -50.7% | +703.5% | -754.1% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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