+151.4%
ADBE vs CG
+314.7%
-163.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.0% |
| 7D | -5.4% | -9.9% | +4.5% | -1.4% |
| 30D | -2.5% | -11.7% | +9.1% | +2.3% |
| 3M | +15.3% | -4.3% | +19.6% | +16.5% |
| 6M | -7.8% | -8.8% | +0.9% | -5.7% |
| YTD | -27.9% | -26.9% | -1.1% | -19.9% |
| 1Y | -28.0% | -35.4% | +7.4% | -16.3% |
| 3Y | -55.3% | +43.0% | -98.4% | -65.2% |
| 5Y | -61.7% | +1.9% | -63.6% | -66.4% |
| All | +151.4% | +314.7% | -163.3% | +41.6% |
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