+4,243.2%
ADBE vs CHRW
+4,173.0%
+70.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -7.1% |
| 7D | -8.6% | -1.4% | -7.2% | -8.1% |
| 30D | +2.8% | -3.5% | +6.2% | +3.9% |
| 3M | +3.1% | -19.4% | +22.5% | +9.6% |
| 6M | -2.4% | -21.4% | +19.0% | +3.9% |
| YTD | -23.9% | -7.1% | -16.7% | -24.5% |
| 1Y | -22.6% | +17.8% | -40.4% | -30.4% |
| 3Y | -52.7% | +78.8% | -131.5% | -65.1% |
| 5Y | -60.0% | +83.5% | -143.5% | -71.3% |
| 10Y | +157.3% | +160.2% | -2.9% | +55.4% |
| All | +4,243.2% | +4,173.0% | +70.2% | +916.4% |
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