-48.9%
NKE vs CCI
-15.7%
-33.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.2% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -8.2% | +2.2% | -10.4% | -8.4% |
| 3M | -19.1% | -16.9% | -2.2% | -17.7% |
| 6M | -32.6% | -11.5% | -21.1% | -32.1% |
| YTD | -40.7% | -12.8% | -27.9% | -40.5% |
| 1Y | -48.9% | -17.1% | -31.8% | -48.8% |
| All | -48.9% | -15.7% | -33.1% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling