+2,068.3%
NKE vs CB
+7,169.5%
-5,101.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | +6.9% | +7.4% | -0.5% | +4.8% |
| 3M | -5.8% | +8.6% | -14.4% | -8.0% |
| 6M | -9.1% | +16.1% | -25.2% | -13.1% |
| YTD | -39.2% | +20.2% | -59.4% | -42.5% |
| 1Y | -39.2% | +27.2% | -66.4% | -43.5% |
| 3Y | -61.8% | +72.7% | -134.5% | -67.7% |
| 5Y | -75.5% | +105.9% | -181.5% | -80.3% |
| 10Y | -14.0% | +248.1% | -262.1% | -41.2% |
| All | +2,068.3% | +7,169.5% | -5,101.2% | +818.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling