-61.5%
ADBE vs COP
+195.6%
-257.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -8.9% | -0.5% | -8.4% | -8.8% |
| 30D | -6.6% | +11.7% | -18.3% | -8.2% |
| 3M | +7.1% | +17.7% | -10.5% | +4.3% |
| 6M | -9.8% | +18.3% | -28.1% | -12.4% |
| YTD | -27.2% | +49.1% | -76.2% | -32.0% |
| 1Y | -28.0% | +53.3% | -81.3% | -33.2% |
| 3Y | -54.5% | +22.2% | -76.7% | -56.9% |
| 5Y | -61.5% | +193.3% | -254.8% | -64.7% |
| All | -61.5% | +195.6% | -257.1% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling