+1,949.6%
ADBE vs CME
+7,469.3%
-5,519.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.5% | -6.6% |
| 7D | -8.6% | -1.6% | -7.0% | -8.0% |
| 30D | +2.8% | +6.2% | -3.5% | +0.6% |
| 3M | +3.1% | +10.4% | -7.3% | -0.8% |
| 6M | -2.4% | -9.5% | +7.1% | +0.5% |
| YTD | -23.9% | +6.0% | -29.9% | -26.1% |
| 1Y | -22.6% | +9.3% | -31.9% | -25.9% |
| 3Y | -52.7% | +57.7% | -110.3% | -61.1% |
| 5Y | -60.0% | +77.7% | -137.7% | -68.7% |
| 10Y | +157.3% | +281.2% | -123.9% | +47.1% |
| All | +1,949.6% | +7,469.3% | -5,519.7% | +363.3% |
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