-25.9%
ADBE vs CLS
-28.7%
+2.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.1% | +10.0% | 0.0% |
| 7D | -0.5% | -21.1% | +20.6% | -2.7% |
| 30D | +4.1% | -38.2% | +42.3% | 0.0% |
| 3M | -3.5% | -36.3% | +32.8% | -6.8% |
| 6M | -2.2% | -43.8% | +41.7% | -5.6% |
| YTD | -29.0% | -20.0% | -9.0% | -28.7% |
| 1Y | -25.9% | -29.6% | +3.7% | -25.8% |
| All | -25.9% | -28.7% | +2.8% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling