+213.9%
CAT vs NKE
-75.5%
+289.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +7.4% | -1.6% | +9.0% | +7.8% |
| 30D | -19.7% | +7.6% | -27.3% | -21.2% |
| 3M | -29.6% | -6.9% | -22.7% | -28.7% |
| 6M | -33.2% | -8.5% | -24.7% | -32.6% |
| YTD | +5.7% | -38.8% | +44.5% | +18.3% |
| 1Y | +9.3% | -40.6% | +49.9% | +23.0% |
| 3Y | +158.3% | -60.9% | +219.2% | +215.2% |
| All | +213.9% | -75.5% | +289.4% | +343.6% |
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