-61.2%
ADBE vs CLS
+3,459.5%
-3,520.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.6% | -9.1% | -4.1% |
| 7D | -10.1% | +12.8% | -22.8% | -11.3% |
| 30D | -3.0% | +3.8% | -6.8% | -3.7% |
| 3M | +5.0% | -14.6% | +19.6% | +5.6% |
| 6M | -9.3% | +32.2% | -41.5% | -15.5% |
| YTD | -26.5% | +11.6% | -38.1% | -30.5% |
| 1Y | -28.3% | +35.1% | -63.3% | -35.9% |
| 3Y | -54.1% | +1,312.5% | -1,366.6% | -80.7% |
| 5Y | -61.2% | +3,542.1% | -3,603.3% | -87.9% |
| All | -61.2% | +3,459.5% | -3,520.8% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling