+20,037.3%
ADBE vs CMS
+468.3%
+19,569.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.5% |
| 7D | -4.4% | -0.5% | -3.9% | -4.2% |
| 30D | +2.8% | +7.2% | -4.4% | +0.8% |
| 3M | -8.0% | -1.3% | -6.8% | -7.8% |
| 6M | -4.3% | -4.3% | 0.0% | -3.4% |
| YTD | -31.6% | +2.1% | -33.7% | -32.5% |
| 1Y | -26.9% | -0.6% | -26.3% | -27.4% |
| 3Y | -57.7% | +38.0% | -95.7% | -62.3% |
| 5Y | -63.9% | +33.6% | -97.5% | -67.8% |
| 10Y | +125.3% | +128.6% | -3.3% | +69.2% |
| All | +20,037.3% | +468.3% | +19,569.1% | +10,107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling