+120.0%
ADBE vs CMS
+127.7%
-7.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.0% |
| 7D | -5.6% | -0.9% | -4.7% | -5.4% |
| 30D | -2.0% | +7.1% | -9.1% | -3.9% |
| 3M | -10.5% | -1.3% | -9.2% | -10.3% |
| 6M | -6.2% | -2.7% | -3.6% | -5.7% |
| YTD | -32.2% | +2.6% | -34.8% | -33.3% |
| 1Y | -27.4% | -2.0% | -25.4% | -27.6% |
| 3Y | -58.9% | +39.6% | -98.5% | -64.3% |
| 5Y | -64.5% | +35.3% | -99.8% | -69.2% |
| 10Y | +120.0% | +132.3% | -12.3% | +59.8% |
| All | +120.0% | +127.7% | -7.7% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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