+1,720.3%
ADBE vs CME
+8,256.4%
-6,536.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | -3.8% | +1.7% | -5.5% | -4.4% |
| 30D | -2.3% | +10.2% | -12.5% | -5.6% |
| 3M | -13.3% | +17.8% | -31.1% | -18.1% |
| 6M | -6.5% | +11.0% | -17.4% | -10.4% |
| YTD | -32.4% | +17.0% | -49.4% | -36.6% |
| 1Y | -28.0% | +15.8% | -43.8% | -32.4% |
| 3Y | -60.4% | +61.8% | -122.1% | -67.6% |
| 5Y | -63.4% | +72.5% | -135.9% | -71.0% |
| 10Y | +127.4% | +288.0% | -160.6% | +29.7% |
| All | +1,720.3% | +8,256.4% | -6,536.1% | +297.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling