+129.2%
ADBE vs CNH
+113.9%
+15.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.1% |
| 7D | -4.4% | +6.7% | -11.0% | -6.1% |
| 30D | -0.2% | +7.2% | -7.4% | -2.3% |
| 3M | -9.9% | +17.5% | -27.4% | -14.6% |
| 6M | -3.5% | +15.0% | -18.4% | -9.0% |
| YTD | -32.1% | +36.8% | -68.9% | -40.2% |
| 1Y | -28.7% | +27.6% | -56.3% | -35.9% |
| 3Y | -60.2% | +34.3% | -94.5% | -65.8% |
| 5Y | -63.1% | -12.2% | -50.8% | -64.6% |
| 10Y | +129.2% | +113.9% | +15.3% | +64.4% |
| All | +129.2% | +113.9% | +15.3% | +64.4% |
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