-61.2%
ADBE vs CI
+39.3%
-100.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.2% |
| 7D | -10.1% | -2.6% | -7.5% | -9.7% |
| 30D | -3.0% | -2.4% | -0.6% | -2.7% |
| 3M | +5.0% | -4.8% | +9.8% | +5.6% |
| 6M | -9.3% | +2.1% | -11.4% | -9.9% |
| YTD | -26.5% | +1.4% | -27.8% | -27.0% |
| 1Y | -28.3% | -6.8% | -21.5% | -28.1% |
| 3Y | -54.1% | +3.3% | -57.4% | -56.1% |
| 5Y | -61.2% | +41.1% | -102.3% | -66.6% |
| All | -61.2% | +39.3% | -100.6% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling