-24.0%
NKE vs CAH
+294.8%
-318.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -4.2% | -5.1% | +0.9% | -2.9% |
| 30D | -8.2% | +0.2% | -8.4% | -8.3% |
| 3M | -19.1% | +6.3% | -25.4% | -20.4% |
| 6M | -32.6% | +9.4% | -42.0% | -34.3% |
| YTD | -40.7% | +15.0% | -55.7% | -43.2% |
| 1Y | -48.9% | +55.4% | -104.3% | -55.0% |
| 3Y | -59.2% | +173.8% | -233.1% | -69.8% |
| 5Y | -75.3% | +395.2% | -470.5% | -84.7% |
| All | -24.0% | +294.8% | -318.8% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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