+898.5%
ADBE vs CF
+5,948.3%
-5,049.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -6.1% |
| 7D | -8.6% | +6.0% | -14.6% | -9.7% |
| 30D | +2.8% | +14.8% | -12.1% | -0.3% |
| 3M | +3.1% | +14.1% | -10.9% | 0.0% |
| 6M | -2.4% | +28.5% | -31.0% | -8.9% |
| YTD | -23.9% | +74.9% | -98.8% | -33.7% |
| 1Y | -22.6% | +61.7% | -84.3% | -31.6% |
| 3Y | -52.7% | +80.3% | -133.0% | -60.1% |
| 5Y | -60.0% | +226.0% | -286.0% | -71.8% |
| 10Y | +157.3% | +569.9% | -412.5% | +41.3% |
| All | +898.5% | +5,948.3% | -5,049.8% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling