-64.1%
ADBE vs CP
+24.4%
-88.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.2% |
| 7D | -4.4% | +2.8% | -7.1% | -5.4% |
| 30D | +2.8% | +10.2% | -7.4% | -1.1% |
| 3M | -8.0% | +2.4% | -10.4% | -9.0% |
| 6M | -4.3% | +7.7% | -12.0% | -7.4% |
| YTD | -31.6% | +26.0% | -57.6% | -39.0% |
| 1Y | -26.9% | +34.6% | -61.5% | -36.8% |
| 3Y | -57.7% | +26.7% | -84.4% | -63.4% |
| All | -64.1% | +24.4% | -88.4% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling