+356.9%
ADBE vs CNH
+46.6%
+310.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.9% | -11.7% | -3.5% |
| 7D | -5.6% | +8.6% | -14.2% | -7.7% |
| 30D | -2.0% | +12.6% | -14.6% | -5.1% |
| 3M | -10.5% | +17.5% | -28.0% | -15.1% |
| 6M | -6.2% | +18.1% | -24.3% | -12.0% |
| YTD | -32.2% | +40.4% | -72.6% | -40.3% |
| 1Y | -27.4% | +34.0% | -61.4% | -35.3% |
| 3Y | -58.9% | +35.3% | -94.2% | -64.4% |
| 5Y | -64.5% | -5.1% | -59.4% | -66.7% |
| 10Y | +120.0% | +124.0% | -4.0% | +51.4% |
| All | +356.9% | +46.6% | +310.3% | +237.5% |
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