-58.6%
NKE vs CDW
-30.2%
-28.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | -2.3% | -4.2% | +1.9% | -1.2% |
| 30D | -10.4% | +4.9% | -15.2% | -11.8% |
| 3M | -15.5% | +7.3% | -22.8% | -18.2% |
| 6M | -32.6% | +19.2% | -51.8% | -39.1% |
| YTD | -39.8% | +6.2% | -46.0% | -42.9% |
| 1Y | -47.6% | -14.0% | -33.6% | -45.6% |
| All | -58.6% | -30.2% | -28.4% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 3y: compounded portfolio wealth divided by compounded CDW 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…
3y analysis · Full analysis span regression · 6 months rolling