-12.5%
NKE vs CF
+479.1%
-491.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.6% | +4.8% | -6.3% | -2.4% |
| 30D | +7.6% | +4.7% | +2.9% | +6.5% |
| 3M | -6.9% | +7.4% | -14.3% | -8.5% |
| 6M | -8.5% | +0.6% | -9.1% | -9.3% |
| YTD | -38.8% | +64.1% | -102.9% | -46.3% |
| 1Y | -40.6% | +51.4% | -92.0% | -47.0% |
| 3Y | -60.9% | +67.8% | -128.7% | -66.6% |
| 5Y | -75.4% | +114.1% | -189.5% | -81.2% |
| All | -12.5% | +479.1% | -491.5% | -48.9% |
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