-28.3%
ADBE vs CMS
-0.5%
-27.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.3% |
| 7D | -10.1% | +1.2% | -11.3% | -9.7% |
| 30D | -3.0% | -3.2% | +0.2% | -4.0% |
| 3M | +5.0% | -2.2% | +7.2% | +5.9% |
| 6M | -9.3% | -9.4% | +0.1% | -11.5% |
| YTD | -26.5% | +0.7% | -27.2% | -26.1% |
| 1Y | -28.3% | +0.4% | -28.6% | -27.7% |
| All | -28.3% | -0.5% | -27.8% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling