+151.4%
ADBE vs CMG
+327.5%
-176.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -5.4% | -2.1% | -3.3% | -4.7% |
| 30D | -2.5% | +10.9% | -13.4% | -6.1% |
| 3M | +15.3% | +15.8% | -0.6% | +7.8% |
| 6M | -7.8% | +6.9% | -14.8% | -11.8% |
| YTD | -27.9% | -2.2% | -25.8% | -29.0% |
| 1Y | -28.0% | -7.1% | -21.0% | -28.7% |
| 3Y | -55.3% | -7.1% | -48.2% | -57.1% |
| 5Y | -61.7% | -4.8% | -56.9% | -64.6% |
| All | +151.4% | +327.5% | -176.1% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling