+18,551.4%
CAT vs ADBE
+19,818.5%
-1,267.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -6.3% | -3.8% | -2.5% | -5.7% |
| 30D | -26.8% | -2.3% | -24.5% | -26.7% |
| 3M | -30.0% | -13.3% | -16.8% | -28.7% |
| 6M | -34.6% | -6.5% | -28.1% | -35.1% |
| YTD | +2.9% | -32.4% | +35.3% | +7.8% |
| 1Y | +3.3% | -28.0% | +31.3% | +6.8% |
| 3Y | +153.7% | -60.4% | +214.1% | +189.1% |
| 5Y | +207.3% | -63.4% | +270.7% | +246.4% |
| 10Y | +674.0% | +127.4% | +546.6% | +500.8% |
| All | +18,551.4% | +19,818.5% | -1,267.2% | +6,054.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling