+3,772.0%
ADBE vs CHRW
+3,771.3%
+0.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.9% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -0.2% | -4.3% | +4.1% | +0.8% |
| 3M | -9.9% | -7.4% | -2.5% | -8.3% |
| 6M | -3.5% | -20.7% | +17.2% | +2.2% |
| YTD | -32.1% | -15.9% | -16.2% | -31.0% |
| 1Y | -28.7% | -9.9% | -18.8% | -29.3% |
| 3Y | -60.2% | +79.0% | -139.2% | -71.0% |
| 5Y | -63.1% | +61.3% | -124.4% | -72.5% |
| 10Y | +129.2% | +128.5% | +0.6% | +43.8% |
| All | +3,772.0% | +3,771.3% | +0.8% | +829.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling