-7.2%
ADBE vs CTVA
+211.9%
-219.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -8.9% | -5.8% | -3.1% | -7.2% |
| 30D | -6.6% | +11.1% | -17.7% | -9.7% |
| 3M | +7.1% | +13.2% | -6.1% | +2.4% |
| 6M | -9.8% | +8.7% | -18.5% | -13.0% |
| YTD | -27.2% | +27.3% | -54.5% | -33.6% |
| 1Y | -28.0% | +18.0% | -46.0% | -32.9% |
| 3Y | -54.5% | +76.5% | -131.0% | -63.9% |
| 5Y | -61.5% | +105.1% | -166.6% | -71.5% |
| All | -7.2% | +211.9% | -219.1% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling