+148.0%
ADBE vs CFG
+311.8%
-163.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.7% | -2.5% |
| 7D | -12.9% | -1.7% | -11.2% | -12.6% |
| 30D | -5.6% | -4.6% | -1.0% | -4.6% |
| 3M | +6.6% | +7.9% | -1.3% | +4.3% |
| 6M | -9.6% | +19.9% | -29.4% | -14.0% |
| YTD | -28.9% | +21.7% | -50.6% | -32.9% |
| 1Y | -28.9% | +38.4% | -67.4% | -35.2% |
| 3Y | -55.6% | +187.0% | -242.6% | -67.0% |
| 5Y | -62.2% | +99.5% | -161.8% | -69.7% |
| All | +148.0% | +311.8% | -163.8% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling