-22.6%
ADBE vs CRL
+78.8%
-101.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.1% | -6.5% |
| 7D | -8.6% | -1.0% | -7.6% | -8.4% |
| 30D | +2.8% | +10.7% | -7.9% | +1.2% |
| 3M | +3.1% | +55.3% | -52.2% | -4.3% |
| 6M | -2.4% | +60.7% | -63.1% | -9.5% |
| YTD | -23.9% | +44.6% | -68.5% | -27.3% |
| 1Y | -22.6% | +77.7% | -100.3% | -27.0% |
| All | -22.6% | +78.8% | -101.4% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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