+20,037.3%
ADBE vs CLF
+646.3%
+19,391.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.2% |
| 7D | -4.4% | -19.6% | +15.2% | -1.2% |
| 30D | +2.8% | -5.0% | +7.8% | +2.8% |
| 3M | -8.0% | -6.3% | -1.8% | -8.3% |
| 6M | -4.3% | +2.8% | -7.1% | -7.5% |
| YTD | -31.6% | -13.7% | -17.9% | -32.9% |
| 1Y | -26.9% | +13.6% | -40.5% | -31.8% |
| 3Y | -57.7% | -34.0% | -23.7% | -59.4% |
| 5Y | -63.9% | -48.7% | -15.1% | -65.0% |
| 10Y | +125.3% | +113.4% | +11.9% | +43.5% |
| All | +20,037.3% | +646.3% | +19,391.0% | +4,444.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling