-59.6%
ADBE vs COR
+80.8%
-140.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -3.2% | +2.9% | -6.1% | -3.3% |
| 30D | +1.0% | +5.8% | -4.9% | +0.8% |
| 3M | -7.8% | +11.4% | -19.2% | -8.0% |
| 6M | -1.0% | +34.5% | -35.4% | -0.5% |
| YTD | -31.8% | +4.1% | -35.9% | -32.6% |
| 1Y | -29.2% | -3.1% | -26.1% | -30.2% |
| All | -59.6% | +80.8% | -140.4% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling