+137.3%
ADBE vs COP
+342.2%
-204.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | +1.6% | +4.4% | -2.8% | +0.7% |
| 30D | +1.0% | 0.0% | +1.0% | +0.9% |
| 3M | -10.1% | +15.0% | -25.2% | -12.8% |
| 6M | +3.0% | +22.0% | -19.0% | -1.4% |
| YTD | -30.5% | +55.3% | -85.9% | -37.0% |
| 1Y | -27.1% | +64.1% | -91.3% | -34.7% |
| 3Y | -58.8% | +34.1% | -92.9% | -62.1% |
| 5Y | -63.0% | +133.4% | -196.4% | -70.4% |
| All | +137.3% | +342.2% | -204.9% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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