-43.0%
ADBE vs CPNG
-76.7%
+33.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.3% | -2.9% |
| 7D | -10.1% | -6.3% | -3.8% | -9.0% |
| 30D | -3.0% | -8.7% | +5.8% | -1.4% |
| 3M | +5.0% | -2.4% | +7.4% | +4.4% |
| 6M | -9.3% | -22.3% | +13.0% | -6.1% |
| YTD | -26.5% | -37.2% | +10.7% | -20.7% |
| 1Y | -28.3% | -53.0% | +24.7% | -18.1% |
| 3Y | -54.1% | -20.0% | -34.1% | -54.3% |
| 5Y | -61.2% | -52.8% | -8.5% | -62.4% |
| All | -43.0% | -76.7% | +33.7% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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