-60.9%
ADBE vs CMG
-4.8%
-56.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -5.4% | -2.1% | -3.3% | -4.6% |
| 30D | -2.5% | +10.9% | -13.4% | -6.4% |
| 3M | +15.3% | +15.8% | -0.6% | +6.7% |
| 6M | -7.8% | +6.9% | -14.8% | -12.3% |
| YTD | -27.9% | -2.2% | -25.8% | -29.1% |
| 1Y | -28.0% | -7.1% | -21.0% | -28.7% |
| 3Y | -55.3% | -7.1% | -48.2% | -59.6% |
| All | -60.9% | -4.8% | -56.1% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling