+148.0%
ADBE vs CRS
+1,409.1%
-1,261.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.1% | -2.0% |
| 7D | -12.9% | -4.1% | -8.8% | -12.3% |
| 30D | -5.6% | -16.6% | +10.9% | -2.9% |
| 3M | +6.6% | -14.3% | +20.9% | +8.4% |
| 6M | -9.6% | +11.6% | -21.1% | -12.8% |
| YTD | -28.9% | +42.6% | -71.5% | -34.8% |
| 1Y | -28.9% | +81.8% | -110.8% | -38.4% |
| 3Y | -55.6% | +632.1% | -687.7% | -71.6% |
| 5Y | -62.2% | +1,401.6% | -1,463.9% | -79.6% |
| All | +148.0% | +1,409.1% | -1,261.0% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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