-63.1%
ADBE vs CF
+115.5%
-178.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -4.4% | +10.4% | -14.7% | -5.2% |
| 30D | -0.2% | +7.6% | -7.8% | -0.9% |
| 3M | -9.9% | +5.2% | -15.1% | -10.4% |
| 6M | -3.5% | -0.1% | -3.4% | -3.7% |
| YTD | -32.1% | +61.7% | -93.8% | -35.8% |
| 1Y | -28.7% | +50.3% | -79.0% | -32.0% |
| 3Y | -60.2% | +66.0% | -126.2% | -63.0% |
| 5Y | -63.1% | +114.5% | -177.6% | -68.7% |
| All | -63.1% | +115.5% | -178.6% | -68.7% |
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 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