+151.4%
ADBE vs COP
+345.8%
-194.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | -5.4% | +2.3% | -7.7% | -5.8% |
| 30D | -2.5% | +8.6% | -11.1% | -4.2% |
| 3M | +15.3% | +19.9% | -4.6% | +10.9% |
| 6M | -7.8% | +19.0% | -26.9% | -11.4% |
| YTD | -27.9% | +50.0% | -77.9% | -34.0% |
| 1Y | -28.0% | +50.5% | -78.6% | -34.3% |
| 3Y | -55.3% | +25.2% | -80.5% | -58.3% |
| 5Y | -61.7% | +194.3% | -256.0% | -70.9% |
| All | +151.4% | +345.8% | -194.4% | +80.3% |
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