-28.0%
ADBE vs CMG
-6.5%
-21.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -5.4% | -2.1% | -3.3% | -5.2% |
| 30D | -2.5% | +10.9% | -13.4% | -3.4% |
| 3M | +15.3% | +15.8% | -0.6% | +12.4% |
| 6M | -7.8% | +6.9% | -14.8% | -8.8% |
| YTD | -27.9% | -2.2% | -25.8% | -27.6% |
| 1Y | -28.0% | -7.1% | -21.0% | -28.8% |
| All | -28.0% | -6.5% | -21.6% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling