+977.3%
NKE vs CCI
+907.3%
+69.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.1% | +0.2% | -0.2% | -0.1% |
| 30D | -7.7% | +0.5% | -8.2% | -7.7% |
| 3M | -10.9% | -16.3% | +5.3% | -8.8% |
| 6M | -31.9% | -13.9% | -17.9% | -30.6% |
| YTD | -38.6% | -12.4% | -26.2% | -37.7% |
| 1Y | -46.9% | -15.2% | -31.7% | -46.0% |
| 3Y | -58.2% | -9.9% | -48.3% | -58.2% |
| 5Y | -74.0% | -50.8% | -23.2% | -71.7% |
| 10Y | -21.6% | +18.3% | -39.8% | -24.3% |
| All | +977.3% | +907.3% | +69.9% | +713.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling