+22,327.1%
ADBE vs CLX
+2,386.6%
+19,940.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.3% |
| 7D | -8.6% | -9.2% | +0.7% | -5.8% |
| 30D | +2.8% | -11.0% | +13.8% | +6.5% |
| 3M | +3.1% | +5.0% | -1.9% | +1.4% |
| 6M | -2.4% | -18.8% | +16.4% | +2.9% |
| YTD | -23.9% | -4.4% | -19.4% | -24.1% |
| 1Y | -22.6% | -21.9% | -0.7% | -17.8% |
| 3Y | -52.7% | -32.8% | -19.9% | -48.0% |
| 5Y | -60.0% | -34.6% | -25.5% | -56.9% |
| 10Y | +157.3% | -4.7% | +162.0% | +133.5% |
| All | +22,327.1% | +2,386.6% | +19,940.5% | +5,812.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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