-54.1%
ADBE vs CRL
+37.9%
-92.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -3.0% |
| 7D | -10.1% | -0.6% | -9.5% | -10.0% |
| 30D | -3.0% | +5.0% | -8.0% | -3.8% |
| 3M | +5.0% | +50.6% | -45.6% | -2.0% |
| 6M | -9.3% | +60.9% | -70.2% | -16.5% |
| YTD | -26.5% | +40.7% | -67.2% | -30.9% |
| 1Y | -28.3% | +73.3% | -101.6% | -34.9% |
| 3Y | -54.1% | +40.6% | -94.7% | -57.8% |
| All | -54.1% | +37.9% | -92.0% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling