-61.5%
ADBE vs COR
+180.2%
-241.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -8.9% | -3.9% | -5.0% | -8.5% |
| 30D | -6.6% | -0.3% | -6.3% | -6.6% |
| 3M | +7.1% | +15.9% | -8.7% | +5.6% |
| 6M | -9.8% | -10.3% | +0.5% | -9.2% |
| YTD | -27.2% | -3.7% | -23.5% | -27.5% |
| 1Y | -28.0% | +9.1% | -37.1% | -29.8% |
| 3Y | -54.5% | +86.6% | -141.1% | -61.7% |
| 5Y | -61.5% | +180.9% | -242.4% | -70.9% |
| All | -61.5% | +180.2% | -241.7% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling