+137.3%
ADBE vs CLF
+74.2%
+63.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.3% |
| 7D | +1.6% | +10.4% | -8.8% | +0.2% |
| 30D | +1.0% | +0.6% | +0.4% | +0.2% |
| 3M | -10.1% | +4.1% | -14.2% | -11.6% |
| 6M | +3.0% | +15.1% | -12.1% | -1.2% |
| YTD | -30.5% | -4.7% | -25.8% | -32.5% |
| 1Y | -27.1% | +20.4% | -47.5% | -31.8% |
| 3Y | -58.8% | -23.4% | -35.4% | -60.9% |
| 5Y | -63.0% | -43.3% | -19.8% | -64.4% |
| All | +137.3% | +74.2% | +63.2% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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