-54.0%
ADBE vs CEG
+651.0%
-705.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.2% |
| 7D | -4.4% | +11.8% | -16.2% | -5.2% |
| 30D | -0.2% | -6.5% | +6.3% | +0.2% |
| 3M | -9.9% | -1.2% | -8.7% | -10.2% |
| 6M | -3.5% | -8.0% | +4.6% | -3.4% |
| YTD | -32.1% | -21.9% | -10.2% | -31.1% |
| 1Y | -28.7% | -21.4% | -7.3% | -27.9% |
| 3Y | -60.2% | +130.0% | -190.2% | -70.6% |
| All | -54.0% | +651.0% | -705.1% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling