+5,648.9%
CRM vs ADBE
+1,032.1%
+4,616.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +1.1% |
| 7D | -8.1% | -12.9% | +4.8% | +0.6% |
| 30D | +23.1% | -5.6% | +28.7% | +28.4% |
| 3M | +42.5% | +6.6% | +35.9% | +36.7% |
| 6M | +25.3% | -9.6% | +34.9% | +34.3% |
| YTD | -7.8% | -28.9% | +21.1% | +15.8% |
| 1Y | +1.0% | -28.9% | +30.0% | +26.7% |
| 3Y | +10.0% | -55.6% | +65.6% | +77.8% |
| 5Y | -3.9% | -62.2% | +58.4% | +66.8% |
| 10Y | +233.2% | +150.4% | +82.8% | +71.4% |
| All | +5,648.9% | +1,032.1% | +4,616.8% | +1,042.7% |
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