-61.4%
ADBE vs CNC
+9.0%
-70.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.6% |
| 7D | -12.9% | -3.9% | -9.1% | -12.6% |
| 30D | -5.6% | +0.8% | -6.4% | -5.7% |
| 3M | +6.6% | +0.1% | +6.5% | +6.5% |
| 6M | -9.6% | +79.7% | -89.2% | -15.3% |
| YTD | -28.9% | +58.9% | -87.8% | -32.7% |
| 1Y | -28.9% | +109.1% | -138.1% | -35.3% |
| 3Y | -55.6% | 0.0% | -55.6% | -56.6% |
| All | -61.4% | +9.0% | -70.5% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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