+167.0%
CVX vs NKE
-75.0%
+242.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +2.6% | -4.2% | +6.8% | +3.2% |
| 30D | +9.8% | -8.2% | +18.0% | +11.1% |
| 3M | +16.2% | -19.1% | +35.3% | +19.6% |
| 6M | +13.6% | -32.6% | +46.3% | +20.1% |
| YTD | +44.4% | -40.7% | +85.1% | +55.7% |
| 1Y | +40.6% | -48.9% | +89.5% | +55.0% |
| 3Y | +48.2% | -59.2% | +107.4% | +64.7% |
| All | +167.0% | -75.0% | +242.0% | +214.8% |
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