+22,327.1%
ADBE vs CTAS
+23,129.2%
-802.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.6% |
| 7D | -8.6% | -1.8% | -6.8% | -7.7% |
| 30D | +2.8% | -0.2% | +3.0% | +2.9% |
| 3M | +3.1% | +11.7% | -8.6% | -2.5% |
| 6M | -2.4% | +0.7% | -3.1% | -3.1% |
| YTD | -23.9% | +7.4% | -31.3% | -26.9% |
| 1Y | -22.6% | -2.1% | -20.5% | -22.1% |
| 3Y | -52.7% | +62.9% | -115.6% | -64.0% |
| 5Y | -60.0% | +111.9% | -171.9% | -73.0% |
| 10Y | +157.3% | +652.2% | -494.9% | -11.9% |
| All | +22,327.1% | +23,129.2% | -802.1% | +2,052.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling