+151.4%
ADBE vs CMI
+516.5%
-365.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.1% |
| 7D | -5.4% | -0.7% | -4.6% | -5.2% |
| 30D | -2.5% | -12.4% | +9.9% | +0.6% |
| 3M | +15.3% | -14.8% | +30.1% | +18.5% |
| 6M | -7.8% | +0.8% | -8.6% | -11.5% |
| YTD | -27.9% | +10.2% | -38.1% | -33.4% |
| 1Y | -28.0% | +37.4% | -65.5% | -38.9% |
| 3Y | -55.3% | +153.3% | -208.6% | -70.2% |
| 5Y | -61.7% | +167.6% | -229.3% | -75.3% |
| All | +151.4% | +516.5% | -365.0% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling