-61.5%
ADBE vs CFG
+99.7%
-161.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -8.9% | -0.6% | -8.3% | -8.7% |
| 30D | -6.6% | -4.5% | -2.1% | -5.5% |
| 3M | +7.1% | +6.3% | +0.8% | +4.9% |
| 6M | -9.8% | +20.6% | -30.4% | -15.2% |
| YTD | -27.2% | +21.2% | -48.4% | -32.0% |
| 1Y | -28.0% | +38.2% | -66.2% | -35.6% |
| 3Y | -54.5% | +185.9% | -240.4% | -68.6% |
| 5Y | -61.5% | +97.0% | -158.5% | -68.6% |
| All | -61.5% | +99.7% | -161.1% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling