-75.5%
NKE vs CCL
-2.4%
-73.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | -5.5% | -4.3% | -1.2% | -4.4% |
| 30D | -10.4% | -19.0% | +8.5% | -5.2% |
| 3M | -15.8% | -13.1% | -2.7% | -12.8% |
| 6M | -33.4% | -13.3% | -20.1% | -31.7% |
| YTD | -41.0% | -25.2% | -15.8% | -37.2% |
| 1Y | -49.1% | -27.2% | -21.9% | -45.9% |
| 3Y | -59.8% | +49.2% | -109.0% | -66.3% |
| 5Y | -75.5% | +0.4% | -75.8% | -80.0% |
| All | -75.5% | -2.4% | -73.0% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling