-57.7%
ADBE vs CL
+38.3%
-95.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.4% |
| 7D | -4.4% | +1.3% | -5.7% | -4.6% |
| 30D | +2.8% | +11.4% | -8.5% | +0.7% |
| 3M | -8.0% | +4.4% | -12.5% | -8.8% |
| 6M | -4.3% | +10.8% | -15.1% | -5.7% |
| YTD | -31.6% | +25.1% | -56.8% | -34.2% |
| 1Y | -26.9% | +28.0% | -54.9% | -30.0% |
| 3Y | -57.7% | +37.6% | -95.3% | -64.6% |
| All | -57.7% | +38.3% | -95.9% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling