-61.5%
ADBE vs CME
+76.2%
-137.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -8.9% | -0.6% | -8.3% | -8.7% |
| 30D | -6.6% | +4.7% | -11.3% | -7.6% |
| 3M | +7.1% | +7.8% | -0.7% | +5.1% |
| 6M | -9.8% | -11.0% | +1.2% | -7.2% |
| YTD | -27.2% | +4.0% | -31.2% | -28.3% |
| 1Y | -28.0% | +9.1% | -37.1% | -30.2% |
| 3Y | -54.5% | +52.3% | -106.8% | -62.5% |
| 5Y | -61.5% | +76.1% | -137.6% | -70.4% |
| All | -61.5% | +76.2% | -137.7% | -70.4% |
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