-55.9%
ADBE vs COPX
+149.6%
-205.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.0% | +4.6% | -2.2% |
| 7D | -12.9% | -2.9% | -10.0% | -12.9% |
| 30D | -5.6% | 0.0% | -5.7% | -5.6% |
| 3M | +6.6% | +14.8% | -8.2% | +6.3% |
| 6M | -9.6% | +7.0% | -16.6% | -9.7% |
| YTD | -28.9% | +23.8% | -52.8% | -30.9% |
| 1Y | -28.9% | +75.7% | -104.6% | -34.6% |
| All | -55.9% | +149.6% | -205.5% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 3y: compounded portfolio wealth divided by compounded COPX 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…
3y analysis · Full analysis span regression · 6 months rolling