-60.9%
ADBE vs CTVA
+102.9%
-163.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -5.4% | -4.5% | -0.9% | -4.3% |
| 30D | -2.5% | +11.3% | -13.8% | -5.1% |
| 3M | +15.3% | +12.3% | +3.0% | +11.5% |
| 6M | -7.8% | +7.2% | -15.0% | -10.2% |
| YTD | -27.9% | +26.0% | -53.9% | -33.1% |
| 1Y | -28.0% | +16.0% | -44.1% | -31.8% |
| 3Y | -55.3% | +73.9% | -129.2% | -62.8% |
| All | -60.9% | +102.9% | -163.9% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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