-32.6%
ADBE vs CAI
-11.0%
-21.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | -8.9% | -3.1% | -5.8% | -8.7% |
| 30D | -6.6% | +2.7% | -9.3% | -6.9% |
| 3M | +7.1% | +41.7% | -34.5% | +4.7% |
| 6M | -9.8% | +26.5% | -36.2% | -11.4% |
| YTD | -27.2% | -10.9% | -16.2% | -27.2% |
| 1Y | -28.0% | -29.2% | +1.2% | -27.4% |
| All | -32.6% | -11.0% | -21.6% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling