+286.1%
ADBE vs CFG
+396.4%
-110.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.7% | -6.7% |
| 7D | -8.6% | +1.5% | -10.1% | -8.9% |
| 30D | +2.8% | -3.8% | +6.6% | +3.7% |
| 3M | +3.1% | +11.5% | -8.4% | -0.1% |
| 6M | -2.4% | +19.2% | -21.6% | -7.4% |
| YTD | -23.9% | +23.7% | -47.6% | -28.6% |
| 1Y | -22.6% | +38.8% | -61.4% | -29.8% |
| 3Y | -52.7% | +178.9% | -231.6% | -65.1% |
| 5Y | -60.0% | +101.8% | -161.8% | -68.4% |
| 10Y | +157.3% | +317.3% | -159.9% | +46.0% |
| All | +286.1% | +396.4% | -110.3% | +106.0% |
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