+149.6%
NKE vs CBOE
+978.8%
-829.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.1% |
| 7D | -4.2% | -5.8% | +1.6% | -2.7% |
| 30D | -8.2% | -3.1% | -5.0% | -7.6% |
| 3M | -19.1% | -4.8% | -14.3% | -18.6% |
| 6M | -32.6% | -0.6% | -32.1% | -33.6% |
| YTD | -40.7% | +12.8% | -53.5% | -43.7% |
| 1Y | -48.9% | +19.8% | -68.6% | -52.4% |
| 3Y | -59.2% | +86.9% | -146.2% | -67.6% |
| 5Y | -75.3% | +136.5% | -211.9% | -82.0% |
| 10Y | -23.1% | +368.4% | -391.5% | -56.2% |
| All | +149.6% | +978.8% | -829.2% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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