+120.0%
ADBE vs CF
+546.3%
-426.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -5.6% | -0.9% | -4.8% | -5.6% |
| 30D | -2.0% | +6.9% | -9.0% | -3.2% |
| 3M | -10.5% | +4.8% | -15.4% | -11.5% |
| 6M | -6.2% | +4.7% | -10.9% | -7.5% |
| YTD | -32.2% | +56.5% | -88.7% | -38.3% |
| 1Y | -27.4% | +48.4% | -75.8% | -33.4% |
| 3Y | -58.9% | +59.1% | -118.1% | -63.5% |
| 5Y | -64.5% | +109.5% | -174.0% | -71.4% |
| 10Y | +120.0% | +487.0% | -366.9% | +49.4% |
| All | +120.0% | +546.3% | -426.2% | +49.4% |
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