+19,818.6%
ADBE vs CLF
+737.5%
+19,081.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -1.1% |
| 7D | -3.8% | -9.1% | +5.2% | -2.7% |
| 30D | -2.3% | -0.9% | -1.4% | -3.0% |
| 3M | -13.3% | +3.0% | -16.2% | -14.9% |
| 6M | -6.5% | +16.7% | -23.2% | -11.4% |
| YTD | -32.4% | -3.2% | -29.2% | -34.9% |
| 1Y | -28.0% | +24.6% | -52.6% | -33.9% |
| 3Y | -60.4% | -22.3% | -38.1% | -63.0% |
| 5Y | -63.4% | -41.2% | -22.2% | -65.4% |
| 10Y | +127.4% | +83.5% | +43.9% | +49.6% |
| All | +19,818.6% | +737.5% | +19,081.1% | +4,308.7% |
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