-57.7%
ADBE vs CLF
-33.4%
-24.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.0% |
| 7D | -4.4% | -19.6% | +15.2% | -3.5% |
| 30D | +2.8% | -5.0% | +7.8% | +2.7% |
| 3M | -8.0% | -6.3% | -1.8% | -8.2% |
| 6M | -4.3% | +2.8% | -7.1% | -5.5% |
| YTD | -31.6% | -13.7% | -17.9% | -32.1% |
| 1Y | -26.9% | +13.6% | -40.5% | -29.5% |
| 3Y | -57.7% | -34.0% | -23.7% | -57.5% |
| All | -57.7% | -33.4% | -24.3% | -57.5% |
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 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