-31.7%
NKE vs CB
+34.9%
-66.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +4.6% |
| 7D | +9.0% | +5.3% | +3.7% | +7.4% |
| 30D | +19.2% | +13.2% | +6.0% | +15.5% |
| 3M | -1.5% | +7.8% | -9.2% | -3.5% |
| 6M | -4.2% | +15.8% | -20.0% | -6.6% |
| YTD | -34.8% | +21.0% | -55.7% | -37.8% |
| 1Y | -31.7% | +32.2% | -63.9% | -37.2% |
| All | -31.7% | +34.9% | -66.6% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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