-59.2%
NKE vs CAH
+176.8%
-236.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -4.2% | -5.1% | +0.9% | -3.7% |
| 30D | -8.2% | +0.2% | -8.4% | -8.2% |
| 3M | -19.1% | +6.3% | -25.4% | -19.5% |
| 6M | -32.6% | +9.4% | -42.0% | -33.1% |
| YTD | -40.7% | +15.0% | -55.7% | -41.5% |
| 1Y | -48.9% | +55.4% | -104.3% | -52.1% |
| 3Y | -59.2% | +173.8% | -233.1% | -64.9% |
| All | -59.2% | +176.8% | -236.0% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling