-61.5%
ADBE vs CTAS
+110.0%
-171.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -8.9% | +1.0% | -9.9% | -9.5% |
| 30D | -6.6% | -1.1% | -5.6% | -6.0% |
| 3M | +7.1% | +11.5% | -4.4% | -0.5% |
| 6M | -9.8% | +0.2% | -9.9% | -10.1% |
| YTD | -27.2% | +7.2% | -34.4% | -31.1% |
| 1Y | -28.0% | 0.0% | -28.0% | -28.4% |
| 3Y | -54.5% | +65.9% | -120.4% | -72.8% |
| 5Y | -61.5% | +109.6% | -171.0% | -81.7% |
| All | -61.5% | +110.0% | -171.5% | -81.7% |
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