-59.7%
ADBE vs CL
+28.4%
-88.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.3% | -6.4% |
| 7D | -8.6% | -2.2% | -6.4% | -8.1% |
| 30D | +2.8% | -4.8% | +7.6% | +4.0% |
| 3M | +3.1% | +4.9% | -1.8% | +2.5% |
| 6M | -2.4% | -5.7% | +3.3% | -1.0% |
| YTD | -23.9% | +14.4% | -38.2% | -26.5% |
| 1Y | -22.6% | +8.7% | -31.3% | -24.4% |
| 3Y | -52.7% | +30.0% | -82.7% | -57.4% |
| All | -59.7% | +28.4% | -88.1% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling