+3,787.4%
ADBE vs CHRW
+3,789.5%
-2.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -3.2% | +4.7% | -7.9% | -4.8% |
| 30D | +1.0% | -2.6% | +3.6% | +1.4% |
| 3M | -7.8% | -8.0% | +0.2% | -6.0% |
| 6M | -1.0% | -19.0% | +18.1% | +4.1% |
| YTD | -31.8% | -15.5% | -16.4% | -30.8% |
| 1Y | -29.2% | -10.8% | -18.4% | -29.6% |
| 3Y | -60.1% | +79.8% | -139.9% | -71.0% |
| 5Y | -63.7% | +59.3% | -123.0% | -72.8% |
| 10Y | +130.1% | +129.6% | +0.5% | +44.1% |
| All | +3,787.4% | +3,789.5% | -2.1% | +831.8% |
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