-47.6%
NKE vs CF
+65.9%
-113.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -1.8% |
| 7D | -2.3% | -0.8% | -1.5% | -2.4% |
| 30D | -10.4% | +14.3% | -24.6% | -9.4% |
| 3M | -15.5% | +27.9% | -43.3% | -13.7% |
| 6M | -32.6% | +25.5% | -58.2% | -32.6% |
| YTD | -39.8% | +81.2% | -121.0% | -43.7% |
| 1Y | -47.6% | +66.5% | -114.1% | -50.2% |
| All | -47.6% | +65.9% | -113.5% | -50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling