-63.4%
ADBE vs COP
+116.0%
-179.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -3.8% | -6.1% | +2.3% | -2.9% |
| 30D | -2.3% | +1.1% | -3.4% | -2.6% |
| 3M | -13.3% | +10.9% | -24.2% | -14.9% |
| 6M | -6.5% | +20.8% | -27.2% | -9.6% |
| YTD | -32.4% | +48.0% | -80.4% | -37.2% |
| 1Y | -28.0% | +58.5% | -86.5% | -34.0% |
| 3Y | -60.4% | +28.1% | -88.5% | -62.9% |
| 5Y | -63.4% | +120.5% | -183.9% | -68.7% |
| All | -63.4% | +116.0% | -179.5% | -68.7% |
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