+63.9%
CSCO vs NKE
-46.9%
+110.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | -0.7% | -2.0% | +1.3% | -0.7% |
| 30D | -10.1% | -8.6% | -1.5% | -10.1% |
| 3M | -15.7% | -11.0% | -4.7% | -15.6% |
| 6M | +36.3% | -33.2% | +69.5% | +38.8% |
| YTD | +43.8% | -38.1% | +82.0% | +47.2% |
| 1Y | +63.9% | -47.4% | +111.3% | +70.6% |
| All | +63.9% | -46.9% | +110.9% | +70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling