+156.4%
ADBE vs CP
+224.3%
-67.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.4% |
| 7D | -8.9% | +0.6% | -9.5% | -9.2% |
| 30D | -6.6% | -0.5% | -6.1% | -6.5% |
| 3M | +7.1% | +0.1% | +7.1% | +7.0% |
| 6M | -9.8% | +7.8% | -17.6% | -14.0% |
| YTD | -27.2% | +22.9% | -50.0% | -35.6% |
| 1Y | -28.0% | +21.3% | -49.3% | -36.1% |
| 3Y | -54.5% | +20.4% | -74.9% | -60.5% |
| 5Y | -61.5% | +34.9% | -96.4% | -69.2% |
| 10Y | +156.4% | +233.3% | -76.9% | +23.4% |
| All | +156.4% | +224.3% | -67.9% | +23.4% |
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