-59.8%
ADBE vs CTAS
+75.1%
-134.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -4.4% | -0.8% | -3.6% | -4.0% |
| 30D | -0.2% | +10.7% | -11.0% | -4.8% |
| 3M | -9.9% | +11.0% | -20.9% | -14.3% |
| 6M | -3.5% | +38.7% | -42.2% | -16.5% |
| YTD | -32.1% | +21.8% | -53.9% | -38.2% |
| 1Y | -28.7% | +23.6% | -52.3% | -35.5% |
| All | -59.8% | +75.1% | -134.9% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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