+137.3%
ADBE vs CFG
+216.2%
-78.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +1.6% | +3.2% | -1.6% | +0.8% |
| 30D | +1.0% | +5.1% | -4.1% | -0.3% |
| 3M | -10.1% | -11.2% | +1.1% | -7.6% |
| 6M | +3.0% | +9.6% | -6.6% | +0.2% |
| YTD | -30.5% | +15.0% | -45.5% | -33.6% |
| 1Y | -27.1% | +29.9% | -57.0% | -32.5% |
| 3Y | -58.8% | +192.1% | -250.9% | -69.6% |
| 5Y | -63.0% | +62.3% | -125.3% | -68.9% |
| All | +137.3% | +216.2% | -78.9% | +75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling