-40.6%
NKE vs CB
+28.5%
-69.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | -1.6% | +2.9% | -4.5% | -2.4% |
| 30D | +7.6% | +7.3% | +0.3% | +5.6% |
| 3M | -6.9% | +9.4% | -16.3% | -9.0% |
| 6M | -8.5% | +19.6% | -28.1% | -11.3% |
| YTD | -38.8% | +21.5% | -60.3% | -41.6% |
| 1Y | -40.6% | +28.0% | -68.6% | -43.6% |
| All | -40.6% | +28.5% | -69.1% | -43.6% |
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