+19,818.5%
ADBE vs CI
+8,198.1%
+11,620.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.1% |
| 7D | -3.8% | +2.6% | -6.4% | -4.6% |
| 30D | -2.3% | +7.3% | -9.6% | -4.4% |
| 3M | -13.3% | +9.5% | -22.8% | -15.7% |
| 6M | -6.5% | +6.4% | -12.9% | -8.7% |
| YTD | -32.4% | +12.0% | -44.4% | -35.5% |
| 1Y | -28.0% | +20.1% | -48.1% | -32.9% |
| 3Y | -60.4% | +9.6% | -69.9% | -63.4% |
| 5Y | -63.4% | +52.7% | -116.2% | -70.2% |
| 10Y | +127.4% | +150.3% | -22.8% | +49.7% |
| All | +19,818.5% | +8,198.1% | +11,620.4% | +2,209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling