+401.9%
NKE vs CF
+5,948.3%
-5,546.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -0.4% |
| 7D | -2.0% | +6.0% | -8.0% | -3.1% |
| 30D | -8.6% | +14.8% | -23.4% | -11.1% |
| 3M | -11.0% | +14.1% | -25.1% | -13.6% |
| 6M | -33.2% | +28.5% | -61.8% | -37.6% |
| YTD | -38.1% | +74.9% | -113.1% | -45.7% |
| 1Y | -47.4% | +61.7% | -109.0% | -53.2% |
| 3Y | -59.8% | +80.3% | -140.1% | -65.6% |
| 5Y | -74.2% | +226.0% | -300.2% | -81.2% |
| 10Y | -23.5% | +569.9% | -593.3% | -54.4% |
| All | +401.9% | +5,948.3% | -5,546.4% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling