-72.3%
NKE vs CEG
+678.4%
-750.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -4.2% | -4.8% | +0.6% | -3.6% |
| 30D | -8.2% | +2.3% | -10.5% | -8.5% |
| 3M | -19.1% | +15.6% | -34.7% | -20.8% |
| 6M | -32.6% | -5.0% | -27.6% | -32.7% |
| YTD | -40.7% | -19.0% | -21.7% | -39.6% |
| 1Y | -48.9% | -10.0% | -38.9% | -49.0% |
| 3Y | -59.2% | +163.9% | -223.2% | -69.0% |
| All | -72.3% | +678.4% | -750.7% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 10y: compounded portfolio wealth divided by compounded CEG 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…
10y analysis · Full analysis span regression · 6 months rolling