-28.9%
ADBE vs CLS
+28.7%
-57.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.6% |
| 7D | -12.9% | +5.0% | -17.9% | -12.6% |
| 30D | -5.6% | +4.8% | -10.4% | -5.2% |
| 3M | +6.6% | -10.4% | +17.0% | +6.4% |
| 6M | -9.6% | +20.8% | -30.4% | -7.4% |
| YTD | -28.9% | +10.0% | -38.9% | -27.2% |
| 1Y | -28.9% | +28.5% | -57.5% | -27.5% |
| All | -28.9% | +28.7% | -57.7% | -27.5% |
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 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