-34.2%
ADBE vs CAI
-11.0%
-23.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -12.9% | -5.1% | -7.9% | -12.6% |
| 30D | -5.6% | +3.9% | -9.5% | -6.0% |
| 3M | +6.6% | +40.1% | -33.5% | +4.3% |
| 6M | -9.6% | +29.7% | -39.2% | -11.4% |
| YTD | -28.9% | -10.9% | -18.0% | -29.0% |
| 1Y | -28.9% | -28.0% | -0.9% | -28.3% |
| All | -34.2% | -11.0% | -23.2% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling