-60.4%
ADBE vs CME
+61.8%
-122.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -3.8% | +1.7% | -5.5% | -4.0% |
| 30D | -2.3% | +10.2% | -12.5% | -2.9% |
| 3M | -13.3% | +17.8% | -31.1% | -13.9% |
| 6M | -6.5% | +11.0% | -17.4% | -7.5% |
| YTD | -32.4% | +17.0% | -49.4% | -32.6% |
| 1Y | -28.0% | +15.8% | -43.8% | -28.3% |
| 3Y | -60.4% | +61.8% | -122.1% | -61.6% |
| All | -60.4% | +61.8% | -122.2% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling