-74.8%
NKE vs CB
+103.6%
-178.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.7% |
| 7D | +0.5% | +0.7% | -0.2% | +0.2% |
| 30D | +11.4% | +8.2% | +3.2% | +8.1% |
| 3M | -7.2% | +6.3% | -13.5% | -9.4% |
| 6M | -10.7% | +16.2% | -26.9% | -16.0% |
| YTD | -37.7% | +19.3% | -57.0% | -42.2% |
| 1Y | -34.3% | +29.2% | -63.5% | -41.1% |
| 3Y | -60.9% | +71.4% | -132.4% | -69.9% |
| 5Y | -74.8% | +104.2% | -179.1% | -82.5% |
| All | -74.8% | +103.6% | -178.5% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling