-60.9%
ADBE vs CHD
+20.9%
-81.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | -5.4% | -4.5% | -0.9% | -4.4% |
| 30D | -2.5% | -6.7% | +4.2% | -1.0% |
| 3M | +15.3% | -2.7% | +18.0% | +16.2% |
| 6M | -7.8% | -4.9% | -2.9% | -6.8% |
| YTD | -27.9% | +13.3% | -41.3% | -30.2% |
| 1Y | -28.0% | +1.0% | -29.1% | -28.5% |
| 3Y | -55.3% | +1.3% | -56.6% | -56.3% |
| All | -60.9% | +20.9% | -81.8% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling