+156.4%
ADBE vs CNH
+157.1%
-0.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.5% |
| 7D | -8.9% | +1.8% | -10.7% | -9.4% |
| 30D | -6.6% | +32.6% | -39.3% | -13.7% |
| 3M | +7.1% | +29.4% | -22.3% | -0.9% |
| 6M | -9.8% | +26.0% | -35.7% | -17.0% |
| YTD | -27.2% | +52.2% | -79.4% | -37.1% |
| 1Y | -28.0% | +23.9% | -51.9% | -34.0% |
| 3Y | -54.5% | +10.1% | -64.6% | -58.0% |
| 5Y | -61.5% | +13.2% | -74.6% | -65.6% |
| 10Y | +156.4% | +160.7% | -4.2% | +72.2% |
| All | +156.4% | +157.1% | -0.7% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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