+4,453.3%
ADBE vs CLS
+2,637.0%
+1,816.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | -0.8% |
| 7D | -3.2% | +23.5% | -26.7% | -8.6% |
| 30D | +1.0% | -28.9% | +29.9% | +8.2% |
| 3M | -7.8% | -25.2% | +17.4% | -3.7% |
| 6M | -1.0% | -32.1% | +31.1% | +2.1% |
| YTD | -31.8% | -14.1% | -17.8% | -36.9% |
| 1Y | -29.2% | -24.1% | -5.2% | -33.4% |
| 3Y | -60.1% | +897.0% | -957.0% | -85.2% |
| 5Y | -63.7% | +2,089.9% | -2,153.6% | -89.8% |
| 10Y | +130.1% | +2,022.2% | -1,892.1% | -42.5% |
| All | +4,453.3% | +2,637.0% | +1,816.2% | +742.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling