-52.8%
ADBE vs CF
+73.9%
-126.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -6.5% |
| 7D | -8.6% | +6.0% | -14.6% | -8.9% |
| 30D | +2.8% | +14.8% | -12.1% | +2.0% |
| 3M | +3.1% | +14.1% | -10.9% | +2.3% |
| 6M | -2.4% | +28.5% | -31.0% | -4.2% |
| YTD | -23.9% | +74.9% | -98.8% | -26.9% |
| 1Y | -22.6% | +61.7% | -84.3% | -25.2% |
| All | -52.8% | +73.9% | -126.8% | -55.4% |
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 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