+132.9%
ADBE vs CME
+305.5%
-172.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -3.2% | +2.7% | -5.9% | -4.1% |
| 30D | +1.0% | +13.5% | -12.5% | -3.5% |
| 3M | -7.8% | +20.9% | -28.7% | -13.7% |
| 6M | -1.0% | +11.5% | -12.5% | -5.1% |
| YTD | -31.8% | +19.5% | -51.3% | -36.6% |
| 1Y | -29.2% | +17.2% | -46.5% | -33.7% |
| 3Y | -60.1% | +65.1% | -125.2% | -68.1% |
| 5Y | -63.7% | +73.1% | -136.8% | -71.8% |
| All | +132.9% | +305.5% | -172.6% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling