+242.9%
ADBE vs CFG
+358.2%
-115.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -3.8% | +0.7% | -4.5% | -4.0% |
| 30D | -2.3% | +2.8% | -5.1% | -3.0% |
| 3M | -13.3% | -10.1% | -3.2% | -11.0% |
| 6M | -6.5% | +3.2% | -9.6% | -7.7% |
| YTD | -32.4% | +14.2% | -46.6% | -35.3% |
| 1Y | -28.0% | +27.4% | -55.4% | -33.2% |
| 3Y | -60.4% | +187.6% | -248.0% | -70.9% |
| 5Y | -63.4% | +65.7% | -129.1% | -69.6% |
| 10Y | +127.4% | +219.7% | -92.3% | +41.4% |
| All | +242.9% | +358.2% | -115.3% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling