+421.2%
NKE vs CF
+5,310.1%
-4,888.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | +14.9% | +6.9% | +8.0% | +13.3% |
| 3M | -3.4% | +4.8% | -8.2% | -4.6% |
| 6M | -7.9% | +4.7% | -12.5% | -9.6% |
| YTD | -35.8% | +56.5% | -92.2% | -42.6% |
| 1Y | -32.6% | +48.4% | -81.0% | -39.1% |
| 3Y | -60.0% | +59.1% | -119.2% | -65.1% |
| 5Y | -74.9% | +109.5% | -184.4% | -79.9% |
| 10Y | -9.8% | +487.0% | -496.7% | -44.8% |
| All | +421.2% | +5,310.1% | -4,888.9% | +86.2% |
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