+6,112.4%
NKE vs CCL
+801.4%
+5,311.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -0.1% | -0.1% | +0.1% | 0.0% |
| 30D | -7.7% | -20.0% | +12.3% | -2.5% |
| 3M | -10.9% | -13.7% | +2.7% | -7.9% |
| 6M | -31.9% | -9.0% | -22.8% | -31.0% |
| YTD | -38.6% | -22.8% | -15.8% | -35.5% |
| 1Y | -46.9% | -25.3% | -21.6% | -44.3% |
| 3Y | -58.2% | +54.1% | -112.2% | -64.6% |
| 5Y | -74.0% | +3.5% | -77.5% | -77.5% |
| 10Y | -21.6% | -41.0% | +19.5% | -36.1% |
| All | +6,112.4% | +801.4% | +5,311.0% | +1,691.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling