+308.5%
CSCO vs NKE
-14.2%
+322.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.9% | -6.4% |
| 7D | +1.9% | -1.6% | +3.5% | +2.4% |
| 30D | -15.8% | +7.6% | -23.5% | -17.8% |
| 3M | -15.4% | -6.9% | -8.5% | -14.0% |
| 6M | -5.4% | -8.5% | +3.1% | -4.1% |
| YTD | +26.5% | -38.8% | +65.3% | +44.1% |
| 1Y | +25.9% | -40.6% | +66.5% | +44.0% |
| 3Y | +97.5% | -60.9% | +158.5% | +149.7% |
| 5Y | +93.0% | -75.4% | +168.4% | +186.6% |
| All | +308.5% | -14.2% | +322.6% | +270.5% |
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