-59.7%
ADBE vs CF
+227.0%
-286.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -6.5% |
| 7D | -8.6% | +6.0% | -14.6% | -9.0% |
| 30D | +2.8% | +14.8% | -12.1% | +1.5% |
| 3M | +3.1% | +14.1% | -10.9% | +1.9% |
| 6M | -2.4% | +28.5% | -31.0% | -5.1% |
| YTD | -23.9% | +74.9% | -98.8% | -28.2% |
| 1Y | -22.6% | +61.7% | -84.3% | -26.5% |
| 3Y | -52.7% | +80.3% | -133.0% | -56.2% |
| All | -59.7% | +227.0% | -286.7% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling