-58.2%
NKE vs CB
+70.7%
-128.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.4% |
| 7D | -0.1% | -0.6% | +0.6% | +0.1% |
| 30D | -7.7% | -3.9% | -3.8% | -6.7% |
| 3M | -10.9% | +4.9% | -15.8% | -12.0% |
| 6M | -31.9% | +3.3% | -35.1% | -32.5% |
| YTD | -38.6% | +8.5% | -47.1% | -40.1% |
| 1Y | -46.9% | +22.1% | -69.0% | -50.0% |
| 3Y | -58.2% | +70.1% | -128.3% | -61.6% |
| All | -58.2% | +70.7% | -128.8% | -61.6% |
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 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