-48.9%
NKE vs CAH
+57.9%
-106.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -4.2% | -5.1% | +0.9% | -4.3% |
| 30D | -8.2% | +0.2% | -8.4% | -8.1% |
| 3M | -19.1% | +6.3% | -25.4% | -18.8% |
| 6M | -32.6% | +9.4% | -42.0% | -32.3% |
| YTD | -40.7% | +15.0% | -55.7% | -40.0% |
| 1Y | -48.9% | +55.4% | -104.3% | -50.3% |
| All | -48.9% | +57.9% | -106.8% | -50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling