+20,037.3%
ADBE vs CP
+7,734.8%
+12,302.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.2% |
| 7D | -4.4% | +2.8% | -7.1% | -5.5% |
| 30D | +2.8% | +10.2% | -7.4% | -1.4% |
| 3M | -8.0% | +2.4% | -10.4% | -9.1% |
| 6M | -4.3% | +7.7% | -12.0% | -7.7% |
| YTD | -31.6% | +26.0% | -57.6% | -39.1% |
| 1Y | -26.9% | +34.6% | -61.5% | -36.8% |
| 3Y | -57.7% | +26.7% | -84.4% | -63.0% |
| 5Y | -63.9% | +24.9% | -88.8% | -68.5% |
| 10Y | +125.3% | +258.6% | -133.3% | +22.5% |
| All | +20,037.3% | +7,734.8% | +12,302.5% | +2,334.7% |
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