+21,548.7%
ADBE vs CMI
+19,796.6%
+1,752.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -10.1% | +1.9% | -12.0% | -10.7% |
| 30D | -3.0% | -12.5% | +9.5% | +1.2% |
| 3M | +5.0% | -16.2% | +21.2% | +9.6% |
| 6M | -9.3% | +4.9% | -14.1% | -13.8% |
| YTD | -26.5% | +11.1% | -37.6% | -32.1% |
| 1Y | -28.3% | +43.4% | -71.6% | -39.9% |
| 3Y | -54.1% | +154.1% | -208.2% | -69.2% |
| 5Y | -61.2% | +169.5% | -230.7% | -74.7% |
| 10Y | +152.5% | +503.8% | -351.3% | +17.6% |
| All | +21,548.7% | +19,796.6% | +1,752.1% | +2,538.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling