-25.9%
ADBE vs CRH
-13.9%
-12.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.7% | +0.8% |
| 7D | -0.5% | +14.2% | -14.7% | -0.9% |
| 30D | +4.1% | +19.5% | -15.5% | +3.5% |
| 3M | -3.5% | +0.4% | -3.9% | -4.1% |
| 6M | -2.2% | -10.1% | +8.0% | -3.1% |
| YTD | -29.0% | -19.9% | -9.1% | -29.3% |
| 1Y | -25.9% | -14.8% | -11.1% | -26.4% |
| All | -25.9% | -13.9% | -12.0% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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