-75.4%
NKE vs CF
+120.6%
-196.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.1% | -2.5% |
| 7D | -0.2% | -3.2% | +3.0% | 0.0% |
| 30D | +12.3% | +4.3% | +8.0% | +11.9% |
| 3M | -7.1% | +2.8% | -10.0% | -7.5% |
| 6M | -10.3% | +0.6% | -10.9% | -10.7% |
| YTD | -37.8% | +56.6% | -94.5% | -42.1% |
| 1Y | -35.6% | +49.6% | -85.2% | -39.7% |
| 3Y | -61.4% | +61.5% | -122.9% | -64.8% |
| All | -75.4% | +120.6% | -196.0% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling