-63.1%
ADBE vs CTAS
+118.7%
-181.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | -4.4% | -0.8% | -3.6% | -3.9% |
| 30D | -0.2% | +10.7% | -11.0% | -7.0% |
| 3M | -9.9% | +11.0% | -20.9% | -16.4% |
| 6M | -3.5% | +38.7% | -42.2% | -23.3% |
| YTD | -32.1% | +21.8% | -53.9% | -41.3% |
| 1Y | -28.7% | +23.6% | -52.3% | -39.0% |
| 3Y | -60.2% | +74.9% | -135.2% | -76.6% |
| 5Y | -63.1% | +119.5% | -182.5% | -83.1% |
| All | -63.1% | +118.7% | -181.8% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling