+20,839.3%
ADBE vs CRH
+5,984.3%
+14,855.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.9% |
| 7D | -12.9% | -4.8% | -8.2% | -11.9% |
| 30D | -5.6% | -13.1% | +7.5% | -2.3% |
| 3M | +6.6% | -12.0% | +18.6% | +9.7% |
| 6M | -9.6% | -16.9% | +7.3% | -6.2% |
| YTD | -28.9% | -29.0% | +0.1% | -23.4% |
| 1Y | -28.9% | -20.3% | -8.6% | -25.9% |
| 3Y | -55.6% | +69.2% | -124.8% | -62.4% |
| 5Y | -62.2% | +94.6% | -156.9% | -69.3% |
| 10Y | +150.4% | +250.3% | -99.9% | +73.1% |
| All | +20,839.3% | +5,984.3% | +14,855.0% | +9,131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling