+563.6%
ADBE vs CMG
+4,006.7%
-3,443.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -10.1% | -1.5% | -8.6% | -9.7% |
| 30D | -3.0% | +12.7% | -15.7% | -6.6% |
| 3M | +5.0% | +26.3% | -21.3% | -3.7% |
| 6M | -9.3% | +4.5% | -13.8% | -12.1% |
| YTD | -26.5% | -0.1% | -26.4% | -28.0% |
| 1Y | -28.3% | -6.8% | -21.5% | -28.9% |
| 3Y | -54.1% | -5.0% | -49.1% | -55.7% |
| 5Y | -61.2% | -3.0% | -58.2% | -63.2% |
| 10Y | +152.5% | +323.6% | -171.0% | +52.9% |
| All | +563.6% | +4,006.7% | -3,443.1% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling