+5,990.1%
NKE vs CAG
+588.0%
+5,402.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -2.3% | -6.6% | +4.3% | -0.5% |
| 30D | -10.4% | +2.3% | -12.7% | -11.0% |
| 3M | -15.5% | +16.3% | -31.8% | -19.1% |
| 6M | -32.6% | -16.0% | -16.6% | -29.6% |
| YTD | -39.8% | -7.7% | -32.1% | -39.0% |
| 1Y | -47.6% | -16.0% | -31.5% | -45.4% |
| 3Y | -59.0% | -37.7% | -21.3% | -54.2% |
| 5Y | -74.9% | -41.2% | -33.7% | -71.7% |
| 10Y | -21.9% | -33.8% | +11.9% | -19.4% |
| All | +5,990.1% | +588.0% | +5,402.1% | +2,151.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling