+695.3%
CAT vs ADBE
+129.1%
+566.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +9.3% | -3.2% | +12.5% | +10.0% |
| 30D | -21.5% | +1.0% | -22.4% | -21.9% |
| 3M | -29.1% | -7.8% | -21.3% | -28.5% |
| 6M | -33.4% | -1.0% | -32.4% | -34.7% |
| YTD | +6.6% | -31.8% | +38.4% | +13.5% |
| 1Y | +6.5% | -29.2% | +35.8% | +12.2% |
| 3Y | +162.7% | -60.1% | +222.7% | +213.4% |
| 5Y | +214.2% | -63.7% | +277.9% | +272.6% |
| All | +695.3% | +129.1% | +566.2% | +395.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 10y: compounded portfolio wealth divided by compounded ADBE 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…
10y analysis · Full analysis span regression · 6 months rolling