+127.4%
ADBE vs CP
+255.2%
-127.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -3.8% | +2.8% | -6.6% | -5.2% |
| 30D | -2.3% | +11.0% | -13.3% | -7.3% |
| 3M | -13.3% | +3.8% | -17.1% | -15.1% |
| 6M | -6.5% | +9.5% | -15.9% | -11.0% |
| YTD | -32.4% | +28.2% | -60.6% | -41.6% |
| 1Y | -28.0% | +33.0% | -61.0% | -39.1% |
| 3Y | -60.4% | +35.5% | -95.9% | -67.7% |
| 5Y | -63.4% | +25.8% | -89.2% | -69.4% |
| 10Y | +127.4% | +250.7% | -123.3% | +7.3% |
| All | +127.4% | +255.2% | -127.8% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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