-55.9%
ADBE vs CMG
-7.5%
-48.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.6% | -2.4% |
| 7D | -12.9% | -3.8% | -9.1% | -12.2% |
| 30D | -5.6% | +12.9% | -18.5% | -8.2% |
| 3M | +6.6% | +18.8% | -12.2% | +1.0% |
| 6M | -9.6% | +4.1% | -13.6% | -11.4% |
| YTD | -28.9% | -2.4% | -26.6% | -29.3% |
| 1Y | -28.9% | -6.7% | -22.3% | -29.1% |
| All | -55.9% | -7.5% | -48.4% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling