+132.9%
ADBE vs CG
+274.5%
-141.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +2.1% |
| 7D | -3.2% | -1.5% | -1.7% | -2.8% |
| 30D | +1.0% | +5.7% | -4.7% | -1.6% |
| 3M | -7.8% | -17.9% | +10.1% | -0.8% |
| 6M | -1.0% | -20.2% | +19.2% | +6.9% |
| YTD | -31.8% | -32.0% | +0.2% | -22.3% |
| 1Y | -29.2% | -27.0% | -2.2% | -21.8% |
| 3Y | -60.1% | +42.8% | -102.8% | -69.1% |
| 5Y | -63.7% | -23.4% | -40.3% | -64.3% |
| All | +132.9% | +274.5% | -141.6% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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