-32.2%
NKE vs CF
+47.0%
-79.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | +14.9% | +6.9% | +8.0% | +15.7% |
| 3M | -3.4% | +4.8% | -8.2% | -2.6% |
| 6M | -7.9% | +4.7% | -12.5% | -7.0% |
| YTD | -35.8% | +56.5% | -92.2% | -42.0% |
| All | -32.2% | +47.0% | -79.3% | -37.4% |
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