+4,803.1%
CVX vs NKE
+6,333.2%
-1,530.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.3% |
| 7D | +1.0% | -2.3% | +3.3% | +1.5% |
| 30D | +10.7% | -10.4% | +21.0% | +13.2% |
| 3M | +15.5% | -15.5% | +30.9% | +19.2% |
| 6M | +14.9% | -32.6% | +47.5% | +23.9% |
| YTD | +44.2% | -39.8% | +84.0% | +59.1% |
| 1Y | +43.5% | -47.6% | +91.1% | +62.5% |
| 3Y | +45.0% | -59.0% | +104.0% | +68.3% |
| 5Y | +172.2% | -74.9% | +247.1% | +246.0% |
| 10Y | +221.9% | -21.9% | +243.8% | +216.7% |
| All | +4,803.1% | +6,333.2% | -1,530.1% | +2,573.3% |
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