+132.9%
ADBE vs CRL
+354.1%
-221.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -3.2% | +8.9% | -12.1% | -6.3% |
| 30D | +1.0% | +14.0% | -13.0% | -4.7% |
| 3M | -7.8% | +19.8% | -27.7% | -15.0% |
| 6M | -1.0% | +102.0% | -103.0% | -25.9% |
| YTD | -31.8% | +70.8% | -102.7% | -46.3% |
| 1Y | -29.2% | +98.7% | -128.0% | -47.6% |
| 3Y | -60.1% | +98.2% | -158.2% | -73.5% |
| 5Y | -63.7% | -11.7% | -52.0% | -64.5% |
| All | +132.9% | +354.1% | -221.1% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling