+1,144.3%
CAT vs NKE
-22.6%
+1,167.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +0.6% | -4.2% | +4.7% | +2.0% |
| 30D | -4.3% | -8.2% | +3.9% | -1.9% |
| 3M | -8.6% | -19.1% | +10.4% | -2.9% |
| 6M | +16.1% | -32.6% | +48.8% | +30.2% |
| YTD | +43.8% | -40.7% | +84.5% | +68.6% |
| 1Y | +91.5% | -48.9% | +140.3% | +135.0% |
| 3Y | +202.7% | -59.2% | +262.0% | +284.2% |
| 5Y | +335.1% | -75.3% | +410.5% | +569.5% |
| All | +1,144.3% | -22.6% | +1,167.0% | +1,043.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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