+333.5%
CAT vs NKE
-74.2%
+407.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +5.6% | -0.1% | +5.6% | +5.6% |
| 30D | -2.3% | -7.7% | +5.3% | -0.7% |
| 3M | -10.0% | -10.9% | +0.9% | -8.1% |
| 6M | +21.2% | -31.9% | +53.1% | +31.9% |
| YTD | +44.4% | -38.6% | +83.1% | +61.7% |
| 1Y | +96.3% | -46.9% | +143.2% | +127.6% |
| 3Y | +203.9% | -58.2% | +262.1% | +260.1% |
| 5Y | +333.5% | -74.0% | +407.5% | +466.1% |
| All | +333.5% | -74.2% | +407.7% | +466.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling