-58.8%
ADBE vs CHD
+31.2%
-90.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +1.6% | +3.6% | -2.1% | +0.8% |
| 30D | +1.0% | +10.4% | -9.4% | -0.9% |
| 3M | -10.1% | +12.2% | -22.3% | -12.1% |
| 6M | +3.0% | +19.9% | -16.9% | 0.0% |
| YTD | -30.5% | +36.4% | -67.0% | -34.2% |
| 1Y | -27.1% | +35.1% | -62.3% | -30.9% |
| 3Y | -58.8% | +29.2% | -88.0% | -63.2% |
| All | -58.8% | +31.2% | -90.1% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling