-61.5%
ADBE vs CRL
-37.6%
-23.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.7% |
| 7D | -8.9% | -4.6% | -4.3% | -7.8% |
| 30D | -6.6% | +0.5% | -7.1% | -6.8% |
| 3M | +7.1% | +46.6% | -39.5% | -3.6% |
| 6M | -9.8% | +57.3% | -67.0% | -21.0% |
| YTD | -27.2% | +39.5% | -66.7% | -34.3% |
| 1Y | -28.0% | +76.9% | -104.9% | -39.5% |
| 3Y | -54.5% | +39.4% | -93.9% | -61.5% |
| 5Y | -61.5% | -37.2% | -24.3% | -56.7% |
| All | -61.5% | -37.6% | -23.9% | -56.7% |
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