+156.4%
ADBE vs CHRW
+170.5%
-14.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -8.9% | +4.1% | -13.0% | -9.9% |
| 30D | -6.6% | +1.9% | -8.5% | -7.2% |
| 3M | +7.1% | -21.2% | +28.3% | +13.0% |
| 6M | -9.8% | -16.7% | +6.9% | -6.8% |
| YTD | -27.2% | -5.4% | -21.8% | -28.4% |
| 1Y | -28.0% | +21.2% | -49.2% | -35.0% |
| 3Y | -54.5% | +86.5% | -141.0% | -65.9% |
| 5Y | -61.5% | +93.0% | -154.5% | -71.9% |
| 10Y | +156.4% | +174.5% | -18.1% | +55.2% |
| All | +156.4% | +170.5% | -14.1% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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