-75.5%
NKE vs CDW
-23.8%
-51.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -5.5% | -7.4% | +1.8% | -2.7% |
| 30D | -10.4% | +5.8% | -16.3% | -12.9% |
| 3M | -15.8% | +10.8% | -26.6% | -20.7% |
| 6M | -33.4% | +21.5% | -54.9% | -42.2% |
| YTD | -41.0% | +6.4% | -47.4% | -45.3% |
| 1Y | -49.1% | -14.8% | -34.3% | -46.9% |
| 3Y | -59.8% | -29.9% | -29.9% | -55.7% |
| 5Y | -75.5% | -22.9% | -52.6% | -76.3% |
| All | -75.5% | -23.8% | -51.7% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling