+22,327.1%
ADBE vs COP
+4,537.2%
+17,789.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.7% | -6.4% |
| 7D | -8.6% | +3.0% | -11.6% | -9.4% |
| 30D | +2.8% | +17.5% | -14.7% | -2.2% |
| 3M | +3.1% | +13.4% | -10.2% | -1.1% |
| 6M | -2.4% | +17.7% | -20.2% | -7.9% |
| YTD | -23.9% | +46.6% | -70.4% | -33.1% |
| 1Y | -22.6% | +44.6% | -67.2% | -32.0% |
| 3Y | -52.7% | +20.7% | -73.4% | -57.1% |
| 5Y | -60.0% | +185.0% | -245.1% | -73.6% |
| 10Y | +157.3% | +347.0% | -189.7% | +27.4% |
| All | +22,327.1% | +4,537.2% | +17,789.9% | +5,566.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling