+156.4%
ADBE vs CLS
+3,003.3%
-2,846.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -8.9% | +20.1% | -29.0% | -11.4% |
| 30D | -6.6% | +6.0% | -12.7% | -7.8% |
| 3M | +7.1% | -10.3% | +17.4% | +7.0% |
| 6M | -9.8% | +24.5% | -34.3% | -16.3% |
| YTD | -27.2% | +12.9% | -40.0% | -32.2% |
| 1Y | -28.0% | +36.7% | -64.7% | -37.0% |
| 3Y | -54.5% | +1,328.1% | -1,382.6% | -79.8% |
| 5Y | -61.5% | +3,682.3% | -3,743.8% | -87.1% |
| 10Y | +156.4% | +3,038.3% | -2,881.8% | -23.5% |
| All | +156.4% | +3,003.3% | -2,846.8% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling