+4,987.1%
ADBE vs CLS
+3,265.4%
+1,721.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -6.9% |
| 7D | -8.6% | +4.6% | -13.1% | -9.8% |
| 30D | +2.8% | -13.9% | +16.7% | +5.9% |
| 3M | +3.1% | -26.6% | +29.7% | +8.1% |
| 6M | -2.4% | +15.4% | -17.8% | -12.4% |
| YTD | -23.9% | +5.7% | -29.5% | -31.3% |
| 1Y | -22.6% | +41.1% | -63.7% | -38.1% |
| 3Y | -52.7% | +1,228.6% | -1,281.3% | -83.5% |
| 5Y | -60.0% | +3,240.6% | -3,300.7% | -89.9% |
| 10Y | +157.3% | +2,760.3% | -2,603.0% | -39.3% |
| All | +4,987.1% | +3,265.4% | +1,721.8% | +816.4% |
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