+148.0%
ADBE vs CRL
+249.3%
-101.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.4% | -1.7% |
| 7D | -12.9% | -6.9% | -6.0% | -10.6% |
| 30D | -5.6% | -3.2% | -2.5% | -4.6% |
| 3M | +6.6% | +46.5% | -39.9% | -8.4% |
| 6M | -9.6% | +63.1% | -72.7% | -26.4% |
| YTD | -28.9% | +36.9% | -65.8% | -38.4% |
| 1Y | -28.9% | +78.1% | -107.1% | -45.1% |
| 3Y | -55.6% | +36.7% | -92.3% | -65.2% |
| 5Y | -62.2% | -38.1% | -24.1% | -56.7% |
| All | +148.0% | +249.3% | -101.3% | +21.4% |
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