-72.4%
NKE vs CEG
+681.8%
-754.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.6% |
| 7D | -5.5% | +0.3% | -5.9% | -5.6% |
| 30D | -10.4% | +2.9% | -13.3% | -10.8% |
| 3M | -15.8% | +18.2% | -34.0% | -17.8% |
| 6M | -33.4% | -9.5% | -23.9% | -33.0% |
| YTD | -41.0% | -18.7% | -22.3% | -39.9% |
| 1Y | -49.1% | -10.1% | -38.9% | -49.1% |
| 3Y | -59.8% | +168.3% | -228.1% | -69.5% |
| All | -72.4% | +681.8% | -754.2% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling