-63.4%
ADBE vs CME
+72.0%
-135.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | -3.8% | +1.7% | -5.5% | -4.3% |
| 30D | -2.3% | +10.2% | -12.5% | -4.7% |
| 3M | -13.3% | +17.8% | -31.1% | -16.8% |
| 6M | -6.5% | +11.0% | -17.4% | -9.2% |
| YTD | -32.4% | +17.0% | -49.4% | -35.4% |
| 1Y | -28.0% | +15.8% | -43.8% | -31.1% |
| 3Y | -60.4% | +61.8% | -122.1% | -67.3% |
| 5Y | -63.4% | +72.5% | -135.9% | -71.9% |
| All | -63.4% | +72.0% | -135.4% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling