-59.8%
ADBE vs CF
+66.4%
-126.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -4.4% | +10.4% | -14.7% | -4.9% |
| 30D | -0.2% | +7.6% | -7.8% | -0.6% |
| 3M | -9.9% | +5.2% | -15.1% | -10.2% |
| 6M | -3.5% | -0.1% | -3.4% | -3.6% |
| YTD | -32.1% | +61.7% | -93.8% | -34.4% |
| 1Y | -28.7% | +50.3% | -79.0% | -30.7% |
| All | -59.8% | +66.4% | -126.2% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling