+22,327.1%
ADBE vs CP
+7,669.4%
+14,657.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.1% | -6.9% |
| 7D | -8.6% | -2.7% | -5.9% | -7.5% |
| 30D | +2.8% | +0.2% | +2.6% | +2.6% |
| 3M | +3.1% | +2.6% | +0.6% | +1.9% |
| 6M | -2.4% | +6.0% | -8.4% | -5.7% |
| YTD | -23.9% | +24.9% | -48.8% | -31.9% |
| 1Y | -22.6% | +20.1% | -42.7% | -29.7% |
| 3Y | -52.7% | +16.4% | -69.1% | -57.1% |
| 5Y | -60.0% | +31.7% | -91.8% | -66.0% |
| 10Y | +157.3% | +223.9% | -66.5% | +45.8% |
| All | +22,327.1% | +7,669.4% | +14,657.7% | +2,622.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling