-28.9%
ADBE vs CME
+9.1%
-38.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.1% | -2.3% |
| 7D | -12.9% | -2.4% | -10.5% | -12.7% |
| 30D | -5.6% | +6.2% | -11.8% | -6.1% |
| 3M | +6.6% | +4.4% | +2.2% | +5.6% |
| 6M | -9.6% | -9.6% | +0.1% | -9.3% |
| YTD | -28.9% | +3.8% | -32.7% | -28.5% |
| 1Y | -28.9% | +9.5% | -38.5% | -30.5% |
| All | -28.9% | +9.1% | -38.0% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling