-28.0%
ADBE vs CHRW
+21.7%
-49.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -0.9% |
| 7D | -8.9% | +4.1% | -13.0% | -9.1% |
| 30D | -6.6% | +1.9% | -8.5% | -6.7% |
| 3M | +7.1% | -21.2% | +28.3% | +7.6% |
| 6M | -9.8% | -16.7% | +6.9% | -10.3% |
| YTD | -27.2% | -5.4% | -21.8% | -28.4% |
| 1Y | -28.0% | +21.2% | -49.2% | -30.7% |
| All | -28.0% | +21.7% | -49.7% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling