+5,760.6%
CRM vs NKE
+452.2%
+5,308.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.7% |
| 7D | -4.4% | -4.2% | -0.3% | -2.3% |
| 30D | +28.1% | -8.2% | +36.3% | +33.9% |
| 3M | +48.8% | -19.1% | +67.9% | +65.7% |
| 6M | +28.3% | -32.6% | +60.9% | +54.3% |
| YTD | -6.0% | -40.7% | +34.7% | +20.5% |
| 1Y | +1.4% | -48.9% | +50.3% | +38.5% |
| 3Y | +11.8% | -59.2% | +71.1% | +58.6% |
| 5Y | -2.0% | -75.3% | +73.3% | +82.5% |
| 10Y | +239.6% | -23.1% | +262.7% | +184.9% |
| All | +5,760.6% | +452.2% | +5,308.4% | +1,191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling