-63.4%
ADBE vs CRL
-9.4%
-54.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.3% |
| 7D | -3.8% | -1.7% | -2.1% | -3.7% |
| 30D | -2.3% | +14.6% | -16.9% | -6.2% |
| 3M | -13.3% | +24.8% | -38.1% | -18.9% |
| 6M | -6.5% | +94.7% | -101.1% | -22.9% |
| YTD | -32.4% | +73.4% | -105.7% | -42.8% |
| 1Y | -28.0% | +104.7% | -132.7% | -42.0% |
| 3Y | -60.4% | +101.1% | -161.4% | -70.6% |
| 5Y | -63.4% | -10.8% | -52.7% | -56.8% |
| All | -63.4% | -9.4% | -54.1% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling