-74.8%
NKE vs CCJ
+284.7%
-359.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.6% |
| 7D | -5.5% | -3.2% | -2.4% | -5.1% |
| 30D | -10.4% | -1.3% | -9.1% | -10.4% |
| 3M | -15.8% | +2.5% | -18.3% | -16.4% |
| 6M | -33.4% | -18.9% | -14.5% | -32.2% |
| YTD | -41.0% | +6.5% | -47.5% | -42.8% |
| 1Y | -49.1% | +22.8% | -71.9% | -52.4% |
| 3Y | -59.8% | +164.5% | -224.3% | -69.0% |
| All | -74.8% | +284.7% | -359.5% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 5y: compounded portfolio wealth divided by compounded CCJ 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…
5y analysis · Full analysis span regression · 6 months rolling