+246.7%
ADBE vs CFG
+347.0%
-100.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.7% |
| 7D | -4.4% | -0.9% | -3.5% | -4.2% |
| 30D | +2.8% | +1.1% | +1.7% | +2.5% |
| 3M | -8.0% | -12.0% | +3.9% | -5.1% |
| 6M | -4.3% | -2.2% | -2.1% | -4.2% |
| YTD | -31.6% | +11.4% | -43.0% | -34.2% |
| 1Y | -26.9% | +27.8% | -54.7% | -32.2% |
| 3Y | -57.7% | +173.3% | -231.0% | -68.5% |
| 5Y | -63.9% | +62.4% | -126.3% | -69.8% |
| 10Y | +125.3% | +249.6% | -124.2% | +35.1% |
| All | +246.7% | +347.0% | -100.4% | +90.0% |
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