-48.9%
NKE vs CB
+23.0%
-71.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.2% | -0.7% | -3.5% | -4.0% |
| 30D | -8.2% | -1.2% | -7.0% | -8.0% |
| 3M | -19.1% | +3.8% | -22.9% | -19.0% |
| 6M | -32.6% | +5.8% | -38.4% | -32.8% |
| YTD | -40.7% | +9.4% | -50.1% | -41.5% |
| 1Y | -48.9% | +20.7% | -69.5% | -50.5% |
| All | -48.9% | +23.0% | -71.9% | -50.5% |
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