+127.4%
ADBE vs CF
+494.2%
-366.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.8% | -0.7% |
| 7D | -3.8% | +4.8% | -8.6% | -4.6% |
| 30D | -2.3% | +9.7% | -12.0% | -3.9% |
| 3M | -13.3% | +1.2% | -14.5% | -13.7% |
| 6M | -6.5% | +7.4% | -13.8% | -8.1% |
| YTD | -32.4% | +60.5% | -92.9% | -38.8% |
| 1Y | -28.0% | +50.7% | -78.8% | -34.1% |
| 3Y | -60.4% | +64.8% | -125.2% | -65.0% |
| 5Y | -63.4% | +115.8% | -179.2% | -70.8% |
| 10Y | +127.4% | +481.0% | -353.6% | +50.7% |
| All | +127.4% | +494.2% | -366.8% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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