-52.4%
ADBE vs CLS
+1,240.6%
-1,293.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -6.8% |
| 7D | -8.6% | +4.6% | -13.1% | -8.8% |
| 30D | +2.8% | -13.9% | +16.7% | +3.2% |
| 3M | +3.1% | -26.6% | +29.7% | +4.3% |
| 6M | -2.4% | +15.4% | -17.8% | -4.9% |
| YTD | -23.9% | +5.7% | -29.5% | -25.7% |
| 1Y | -22.6% | +41.1% | -63.7% | -27.8% |
| All | -52.4% | +1,240.6% | -1,293.0% | -72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling