-74.7%
NKE vs CAG
-43.1%
-31.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -4.2% | -5.7% | +1.5% | -2.4% |
| 30D | -8.2% | -2.4% | -5.8% | -7.5% |
| 3M | -19.1% | +9.8% | -28.9% | -21.5% |
| 6M | -32.6% | -10.8% | -21.8% | -30.6% |
| YTD | -40.7% | -10.8% | -29.9% | -39.3% |
| 1Y | -48.9% | -19.0% | -29.9% | -46.2% |
| 3Y | -59.2% | -39.7% | -19.6% | -53.7% |
| All | -74.7% | -43.1% | -31.6% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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