-62.2%
ADBE vs CLBK
+41.8%
-104.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -12.9% | -1.4% | -11.6% | -12.7% |
| 30D | -5.6% | +4.5% | -10.2% | -6.5% |
| 3M | +6.6% | +22.8% | -16.2% | +2.4% |
| 6M | -9.6% | +43.4% | -53.0% | -15.8% |
| YTD | -28.9% | +64.1% | -93.0% | -35.6% |
| 1Y | -28.9% | +67.6% | -96.5% | -36.0% |
| 3Y | -55.6% | +53.3% | -108.9% | -60.0% |
| 5Y | -62.2% | +44.8% | -107.1% | -65.9% |
| All | -62.2% | +41.8% | -104.1% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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