-28.7%
ADBE vs CPB
-23.3%
-5.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -4.4% | -4.1% | -0.3% | -2.9% |
| 30D | -0.2% | +16.9% | -17.2% | -5.7% |
| 3M | -9.9% | -0.6% | -9.4% | -10.5% |
| 6M | -3.5% | +11.4% | -14.8% | -6.8% |
| YTD | -32.1% | -14.8% | -17.3% | -30.8% |
| 1Y | -28.7% | -24.8% | -3.9% | -25.0% |
| All | -28.7% | -23.3% | -5.4% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling