+148.0%
ADBE vs COR
+405.5%
-257.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.2% |
| 7D | -12.9% | -4.8% | -8.1% | -11.9% |
| 30D | -5.6% | -3.7% | -2.0% | -4.9% |
| 3M | +6.6% | +14.3% | -7.7% | +3.4% |
| 6M | -9.6% | -8.5% | -1.1% | -8.3% |
| YTD | -28.9% | -4.4% | -24.5% | -29.0% |
| 1Y | -28.9% | +9.1% | -38.1% | -31.6% |
| 3Y | -55.6% | +85.2% | -140.8% | -63.6% |
| 5Y | -62.2% | +180.7% | -242.9% | -72.8% |
| All | +148.0% | +405.5% | -257.5% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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