-24.0%
NKE vs CCI
+23.6%
-47.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.3% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -8.2% | +2.2% | -10.4% | -8.8% |
| 3M | -19.1% | -16.9% | -2.2% | -14.5% |
| 6M | -32.6% | -11.5% | -21.1% | -30.6% |
| YTD | -40.7% | -12.8% | -27.9% | -38.8% |
| 1Y | -48.9% | -17.1% | -31.8% | -46.5% |
| 3Y | -59.2% | -9.6% | -49.6% | -60.1% |
| 5Y | -75.3% | -48.9% | -26.4% | -70.0% |
| All | -24.0% | +23.6% | -47.6% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling