-61.1%
ADBE vs CPB
-38.4%
-22.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.2% | -3.6% |
| 7D | -10.1% | -8.2% | -1.8% | -9.4% |
| 30D | -3.0% | -5.6% | +2.6% | -2.5% |
| 3M | +5.0% | +3.0% | +2.0% | +4.9% |
| 6M | -9.3% | -12.7% | +3.4% | -8.9% |
| YTD | -26.5% | -18.0% | -8.5% | -26.0% |
| 1Y | -28.3% | -31.7% | +3.5% | -27.7% |
| 3Y | -54.1% | -41.0% | -13.1% | -54.0% |
| All | -61.1% | -38.4% | -22.7% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling