-54.9%
ADBE vs CHRW
+85.4%
-140.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -8.9% | +4.1% | -13.0% | -9.2% |
| 30D | -6.6% | +1.9% | -8.5% | -6.8% |
| 3M | +7.1% | -21.2% | +28.3% | +8.4% |
| 6M | -9.8% | -16.7% | +6.9% | -9.3% |
| YTD | -27.2% | -5.4% | -21.8% | -27.8% |
| 1Y | -28.0% | +21.2% | -49.2% | -30.3% |
| All | -54.9% | +85.4% | -140.3% | -58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling