-74.7%
NKE vs CDE
+196.4%
-271.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -4.2% | -3.1% | -1.1% | -3.9% |
| 30D | -8.2% | +9.5% | -17.7% | -9.1% |
| 3M | -19.1% | +25.5% | -44.6% | -21.3% |
| 6M | -32.6% | -7.9% | -24.7% | -32.9% |
| YTD | -40.7% | +15.6% | -56.3% | -42.6% |
| 1Y | -48.9% | +34.0% | -82.9% | -51.8% |
| 3Y | -59.2% | +791.9% | -851.1% | -71.1% |
| All | -74.7% | +196.4% | -271.2% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling