-58.0%
NKE vs CF
+77.0%
-134.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -0.9% |
| 7D | -2.0% | +6.0% | -8.0% | -2.2% |
| 30D | -8.6% | +14.8% | -23.4% | -9.0% |
| 3M | -11.0% | +14.1% | -25.1% | -11.4% |
| 6M | -33.2% | +28.5% | -61.8% | -35.2% |
| YTD | -38.1% | +74.9% | -113.1% | -42.7% |
| 1Y | -47.4% | +61.7% | -109.0% | -50.8% |
| All | -58.0% | +77.0% | -134.9% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling