+217.2%
CVX vs ADBE
+150.9%
+66.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | 0.0% |
| 7D | +0.7% | -12.9% | +13.6% | +3.3% |
| 30D | +9.1% | -5.6% | +14.8% | +10.1% |
| 3M | +13.1% | +6.6% | +6.5% | +11.0% |
| 6M | +16.3% | -9.6% | +25.8% | +17.2% |
| YTD | +43.5% | -28.9% | +72.4% | +51.4% |
| 1Y | +40.2% | -28.9% | +69.1% | +47.5% |
| 3Y | +44.2% | -55.6% | +99.8% | +62.8% |
| 5Y | +170.6% | -62.2% | +232.9% | +208.9% |
| All | +217.2% | +150.9% | +66.4% | +128.1% |
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