-58.8%
ADBE vs CP
+36.4%
-95.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +1.6% | +2.1% | -0.6% | +1.0% |
| 30D | +1.0% | +9.3% | -8.3% | -1.4% |
| 3M | -10.1% | +0.5% | -10.6% | -10.4% |
| 6M | +3.0% | +10.4% | -7.4% | +0.2% |
| YTD | -30.5% | +28.7% | -59.2% | -36.2% |
| 1Y | -27.1% | +33.2% | -60.3% | -34.0% |
| 3Y | -58.8% | +38.4% | -97.3% | -61.1% |
| All | -58.8% | +36.4% | -95.2% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling