+21,548.7%
ADBE vs CRS
+9,808.7%
+11,740.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | +0.1% | -2.6% |
| 7D | -10.1% | -3.1% | -7.0% | -9.4% |
| 30D | -3.0% | -19.6% | +16.6% | +2.3% |
| 3M | +5.0% | -8.1% | +13.1% | +5.9% |
| 6M | -9.3% | +18.6% | -27.9% | -15.3% |
| YTD | -26.5% | +45.9% | -72.4% | -35.6% |
| 1Y | -28.3% | +82.5% | -110.7% | -41.6% |
| 3Y | -54.1% | +648.9% | -703.0% | -75.8% |
| 5Y | -61.2% | +1,438.1% | -1,499.3% | -84.0% |
| 10Y | +152.5% | +1,327.0% | -1,174.5% | -11.0% |
| All | +21,548.7% | +9,808.7% | +11,740.0% | +2,762.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling