-61.4%
ADBE vs CMI
+161.6%
-223.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | -12.9% | +0.8% | -13.8% | -13.1% |
| 30D | -5.6% | -12.8% | +7.1% | -3.5% |
| 3M | +6.6% | -12.4% | +19.1% | +7.6% |
| 6M | -9.6% | -0.9% | -8.7% | -13.4% |
| YTD | -28.9% | +8.9% | -37.8% | -34.8% |
| 1Y | -28.9% | +37.7% | -66.6% | -40.9% |
| 3Y | -55.6% | +148.9% | -204.4% | -72.0% |
| All | -61.4% | +161.6% | -223.0% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling