-52.4%
ADBE vs CLF
-14.9%
-37.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.8% | -8.5% | -6.8% |
| 7D | -8.6% | +7.6% | -16.2% | -9.0% |
| 30D | +2.8% | -1.2% | +4.0% | +2.8% |
| 3M | +3.1% | -13.4% | +16.5% | +4.0% |
| 6M | -2.4% | +15.4% | -17.8% | -4.2% |
| YTD | -23.9% | -5.9% | -18.0% | -24.4% |
| 1Y | -22.6% | +18.8% | -41.4% | -26.3% |
| All | -52.4% | -14.9% | -37.6% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling