-54.9%
ADBE vs CHD
+1.8%
-56.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -8.9% | -4.2% | -4.8% | -8.3% |
| 30D | -6.6% | -7.6% | +0.9% | -5.5% |
| 3M | +7.1% | -1.6% | +8.7% | +7.6% |
| 6M | -9.8% | -6.3% | -3.4% | -8.8% |
| YTD | -27.2% | +14.6% | -41.8% | -28.7% |
| 1Y | -28.0% | +1.6% | -29.6% | -28.4% |
| All | -54.9% | +1.8% | -56.7% | -56.1% |
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