-74.7%
NKE vs CAH
+393.5%
-468.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -4.2% | -5.1% | +0.9% | -3.2% |
| 30D | -8.2% | +0.2% | -8.4% | -8.3% |
| 3M | -19.1% | +6.3% | -25.4% | -20.1% |
| 6M | -32.6% | +9.4% | -42.0% | -33.9% |
| YTD | -40.7% | +15.0% | -55.7% | -42.6% |
| 1Y | -48.9% | +55.4% | -104.3% | -54.4% |
| 3Y | -59.2% | +173.8% | -233.1% | -69.9% |
| All | -74.7% | +393.5% | -468.2% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling