+21,548.7%
ADBE vs CHD
+10,010.3%
+11,538.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.4% | -2.9% |
| 7D | -10.1% | -2.9% | -7.2% | -9.3% |
| 30D | -3.0% | -6.2% | +3.2% | -1.1% |
| 3M | +5.0% | +1.6% | +3.5% | +4.6% |
| 6M | -9.3% | -3.5% | -5.8% | -8.5% |
| YTD | -26.5% | +16.2% | -42.7% | -30.1% |
| 1Y | -28.3% | +3.4% | -31.7% | -29.5% |
| 3Y | -54.1% | +4.6% | -58.7% | -55.6% |
| 5Y | -61.2% | +21.1% | -82.3% | -64.5% |
| 10Y | +152.5% | +126.5% | +26.0% | +88.7% |
| All | +21,548.7% | +10,010.3% | +11,538.4% | +5,556.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling