-52.4%
ADBE vs CI
+7.6%
-60.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.7% |
| 7D | -8.6% | +1.3% | -9.9% | -8.6% |
| 30D | +2.8% | +4.4% | -1.7% | +2.6% |
| 3M | +3.1% | +0.7% | +2.5% | +3.1% |
| 6M | -2.4% | +0.3% | -2.8% | -2.6% |
| YTD | -23.9% | +3.8% | -27.7% | -24.2% |
| 1Y | -22.6% | -5.5% | -17.1% | -22.5% |
| All | -52.4% | +7.6% | -60.1% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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