+5,871.1%
NKE vs CAH
+14,391.1%
-8,520.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -5.5% | -5.1% | -0.5% | -4.4% |
| 30D | -10.4% | -1.8% | -8.7% | -10.1% |
| 3M | -15.8% | +9.4% | -25.2% | -17.6% |
| 6M | -33.4% | +9.2% | -42.7% | -35.0% |
| YTD | -41.0% | +15.7% | -56.7% | -43.3% |
| 1Y | -49.1% | +59.7% | -108.8% | -54.8% |
| 3Y | -59.8% | +178.5% | -238.3% | -69.0% |
| 5Y | -75.5% | +398.3% | -473.7% | -83.6% |
| 10Y | -23.5% | +295.7% | -319.1% | -48.7% |
| All | +5,871.1% | +14,391.1% | -8,520.1% | +1,925.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling