+129.2%
ADBE vs CPB
-40.1%
+169.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -4.4% | -4.1% | -0.3% | -3.8% |
| 30D | -0.2% | +16.9% | -17.2% | -2.4% |
| 3M | -9.9% | -0.6% | -9.4% | -10.0% |
| 6M | -3.5% | +11.4% | -14.8% | -4.9% |
| YTD | -32.1% | -14.8% | -17.3% | -31.2% |
| 1Y | -28.7% | -24.8% | -3.9% | -26.9% |
| 3Y | -60.2% | -36.6% | -23.6% | -58.9% |
| 5Y | -63.1% | -33.3% | -29.7% | -62.6% |
| 10Y | +129.2% | -40.4% | +169.6% | +131.7% |
| All | +129.2% | -40.1% | +169.3% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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