+152.5%
ADBE vs CL
+51.8%
+100.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | -10.1% | -1.4% | -8.7% | -9.5% |
| 30D | -3.0% | -5.2% | +2.2% | -0.7% |
| 3M | +5.0% | +3.3% | +1.7% | +3.9% |
| 6M | -9.3% | -4.4% | -4.9% | -7.7% |
| YTD | -26.5% | +13.9% | -40.4% | -31.2% |
| 1Y | -28.3% | +7.6% | -35.9% | -31.2% |
| 3Y | -54.1% | +29.6% | -83.7% | -60.9% |
| 5Y | -61.2% | +28.1% | -89.3% | -67.4% |
| 10Y | +152.5% | +53.4% | +99.1% | +94.2% |
| All | +152.5% | +51.8% | +100.7% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling