+20,037.3%
ADBE vs CL
+5,336.9%
+14,700.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.0% |
| 7D | -4.4% | +1.3% | -5.7% | -4.9% |
| 30D | +2.8% | +11.4% | -8.5% | -1.5% |
| 3M | -8.0% | +4.4% | -12.5% | -9.6% |
| 6M | -4.3% | +10.8% | -15.1% | -8.3% |
| YTD | -31.6% | +25.1% | -56.8% | -38.1% |
| 1Y | -26.9% | +28.0% | -54.9% | -34.4% |
| 3Y | -57.7% | +37.6% | -95.3% | -63.8% |
| 5Y | -63.9% | +39.7% | -103.6% | -69.6% |
| 10Y | +125.3% | +75.8% | +49.5% | +70.6% |
| All | +20,037.3% | +5,336.9% | +14,700.4% | +2,056.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling