-12.5%
NKE vs CB
+250.2%
-262.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | -1.6% | +2.9% | -4.5% | -2.8% |
| 30D | +7.6% | +7.3% | +0.3% | +4.4% |
| 3M | -6.9% | +9.4% | -16.3% | -10.5% |
| 6M | -8.5% | +19.6% | -28.1% | -15.8% |
| YTD | -38.8% | +21.5% | -60.3% | -44.2% |
| 1Y | -40.6% | +28.0% | -68.6% | -47.1% |
| 3Y | -60.9% | +74.9% | -135.8% | -70.4% |
| 5Y | -75.4% | +108.1% | -183.5% | -83.0% |
| All | -12.5% | +250.2% | -262.7% | -53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling