+405.4%
NKE vs CF
+5,449.8%
-5,044.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.5% |
| 7D | +0.5% | +4.8% | -4.3% | -0.5% |
| 30D | +11.4% | +9.7% | +1.7% | +9.3% |
| 3M | -7.2% | +1.2% | -8.4% | -7.8% |
| 6M | -10.7% | +7.4% | -18.0% | -12.8% |
| YTD | -37.7% | +60.5% | -98.2% | -44.6% |
| 1Y | -34.3% | +50.7% | -85.0% | -40.9% |
| 3Y | -60.9% | +64.8% | -125.7% | -66.1% |
| 5Y | -74.8% | +115.8% | -190.6% | -80.0% |
| 10Y | -11.2% | +481.0% | -492.3% | -45.6% |
| All | +405.4% | +5,449.8% | -5,044.4% | +79.7% |
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