+4,439.7%
ADBE vs COR
+17,545.2%
-13,105.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.9% | -6.2% |
| 7D | -8.6% | +2.8% | -11.3% | -9.2% |
| 30D | +2.8% | +4.5% | -1.8% | +1.4% |
| 3M | +3.1% | +22.7% | -19.5% | -2.4% |
| 6M | -2.4% | -9.7% | +7.3% | -0.6% |
| YTD | -23.9% | -1.4% | -22.4% | -24.6% |
| 1Y | -22.6% | +13.9% | -36.5% | -26.5% |
| 3Y | -52.7% | +94.0% | -146.6% | -61.7% |
| 5Y | -60.0% | +184.0% | -244.0% | -71.2% |
| 10Y | +157.3% | +406.8% | -249.4% | +50.7% |
| All | +4,439.7% | +17,545.2% | -13,105.6% | +1,012.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling