-75.5%
NKE vs CB
+98.7%
-174.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -5.5% | -2.8% | -2.8% | -4.5% |
| 30D | -10.4% | -2.4% | -8.0% | -9.6% |
| 3M | -15.8% | +2.8% | -18.6% | -16.8% |
| 6M | -33.4% | +4.8% | -38.2% | -34.9% |
| YTD | -41.0% | +9.2% | -50.2% | -43.3% |
| 1Y | -49.1% | +22.8% | -71.9% | -53.5% |
| 3Y | -59.8% | +71.1% | -131.0% | -69.2% |
| 5Y | -75.5% | +101.0% | -176.5% | -82.4% |
| All | -75.5% | +98.7% | -174.2% | -82.4% |
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