-31.7%
NKE vs CDE
+0.7%
-32.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.7% | -3.5% | +4.8% |
| 7D | +9.0% | +1.1% | +7.9% | +8.8% |
| 30D | +19.2% | -14.5% | +33.7% | +20.0% |
| 3M | -1.5% | -10.1% | +8.6% | -1.5% |
| 6M | -4.2% | -16.9% | +12.7% | -4.2% |
| YTD | -34.8% | -18.1% | -16.6% | -33.5% |
| 1Y | -31.7% | +5.6% | -37.3% | -32.3% |
| All | -31.7% | +0.7% | -32.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 1y: compounded portfolio wealth divided by compounded CDE 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…
1y analysis · Full analysis span regression · 6 months rolling