-74.0%
NKE vs CF
+222.3%
-296.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -0.1% | -0.9% | +0.9% | 0.0% |
| 30D | -7.7% | +18.1% | -25.7% | -8.8% |
| 3M | -10.9% | +23.4% | -34.3% | -12.5% |
| 6M | -31.9% | +17.1% | -49.0% | -33.4% |
| YTD | -38.6% | +76.2% | -114.8% | -43.0% |
| 1Y | -46.9% | +62.3% | -109.2% | -50.3% |
| 3Y | -58.2% | +71.8% | -130.0% | -61.7% |
| 5Y | -74.0% | +234.6% | -308.6% | -78.2% |
| All | -74.0% | +222.3% | -296.3% | -78.2% |
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 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