+796.6%
ADBE vs CF
+5,315.1%
-4,518.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.0% |
| 7D | -4.4% | -3.2% | -1.2% | -3.8% |
| 30D | +2.8% | +4.3% | -1.5% | +1.7% |
| 3M | -8.0% | +2.8% | -10.9% | -8.9% |
| 6M | -4.3% | +0.6% | -5.0% | -5.3% |
| YTD | -31.6% | +56.6% | -88.3% | -39.3% |
| 1Y | -26.9% | +49.6% | -76.5% | -34.4% |
| 3Y | -57.7% | +61.5% | -119.2% | -63.5% |
| 5Y | -63.9% | +124.0% | -187.9% | -72.3% |
| 10Y | +125.3% | +573.2% | -447.8% | +23.4% |
| All | +796.6% | +5,315.1% | -4,518.5% | +148.8% |
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