-63.1%
ADBE vs CHRW
+60.9%
-124.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.3% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -0.2% | -4.3% | +4.1% | +0.4% |
| 3M | -9.9% | -7.4% | -2.5% | -9.0% |
| 6M | -3.5% | -20.7% | +17.2% | -0.6% |
| YTD | -32.1% | -15.9% | -16.2% | -32.0% |
| 1Y | -28.7% | -9.9% | -18.8% | -29.7% |
| 3Y | -60.2% | +79.0% | -139.2% | -69.0% |
| 5Y | -63.1% | +61.3% | -124.4% | -69.0% |
| All | -63.1% | +60.9% | -124.0% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling