-24.0%
NKE vs CCL
-41.3%
+17.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.2% |
| 7D | -4.2% | -3.2% | -0.9% | -3.5% |
| 30D | -8.2% | -17.8% | +9.6% | -4.3% |
| 3M | -19.1% | -18.7% | -0.4% | -15.6% |
| 6M | -32.6% | -11.4% | -21.2% | -31.5% |
| YTD | -40.7% | -24.3% | -16.4% | -37.9% |
| 1Y | -48.9% | -28.8% | -20.0% | -46.1% |
| 3Y | -59.2% | +49.3% | -108.6% | -64.2% |
| 5Y | -75.3% | +1.6% | -77.0% | -78.3% |
| All | -24.0% | -41.3% | +17.2% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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