+413.1%
ADBE vs CNH
+64.7%
+348.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.0% | -10.8% | -7.7% |
| 7D | -8.6% | +23.3% | -31.9% | -13.5% |
| 30D | +2.8% | +33.5% | -30.7% | -5.0% |
| 3M | +3.1% | +32.7% | -29.6% | -5.0% |
| 6M | -2.4% | +22.2% | -24.6% | -9.2% |
| YTD | -23.9% | +57.7% | -81.5% | -34.5% |
| 1Y | -22.6% | +28.0% | -50.6% | -29.4% |
| 3Y | -52.7% | +11.5% | -64.2% | -56.3% |
| 5Y | -60.0% | +11.9% | -71.9% | -63.9% |
| 10Y | +157.3% | +162.8% | -5.5% | +71.1% |
| All | +413.1% | +64.7% | +348.4% | +270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling