-21.9%
NKE vs CF
+599.7%
-621.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.5% |
| 7D | -2.3% | -0.8% | -1.5% | -2.2% |
| 30D | -10.4% | +14.3% | -24.6% | -12.6% |
| 3M | -15.5% | +27.9% | -43.3% | -19.5% |
| 6M | -32.6% | +25.5% | -58.2% | -36.7% |
| YTD | -39.8% | +81.2% | -121.0% | -47.8% |
| 1Y | -47.6% | +66.5% | -114.1% | -53.8% |
| 3Y | -59.0% | +76.7% | -135.7% | -65.0% |
| 5Y | -74.9% | +237.8% | -312.8% | -82.8% |
| 10Y | -21.9% | +619.9% | -641.8% | -54.2% |
| All | -21.9% | +599.7% | -621.6% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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