-60.9%
NKE vs CB
+73.2%
-134.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.5% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | +11.4% | +8.2% | +3.2% | +9.0% |
| 3M | -7.2% | +6.3% | -13.5% | -8.8% |
| 6M | -10.7% | +16.2% | -26.9% | -14.4% |
| YTD | -37.7% | +19.3% | -57.0% | -40.9% |
| 1Y | -34.3% | +29.2% | -63.5% | -39.2% |
| 3Y | -60.9% | +71.4% | -132.4% | -65.5% |
| All | -60.9% | +73.2% | -134.1% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling