-61.4%
ADBE vs CNI
+11.6%
-73.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | -12.9% | -1.1% | -11.8% | -12.5% |
| 30D | -5.6% | -3.5% | -2.1% | -4.0% |
| 3M | +6.6% | +2.2% | +4.4% | +5.5% |
| 6M | -9.6% | +15.1% | -24.6% | -16.3% |
| YTD | -28.9% | +24.7% | -53.6% | -37.4% |
| 1Y | -28.9% | +33.4% | -62.3% | -40.0% |
| 3Y | -55.6% | +19.5% | -75.1% | -61.5% |
| All | -61.4% | +11.6% | -73.1% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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