-75.5%
NKE vs CFG
+96.1%
-171.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.1% |
| 7D | -5.5% | -1.7% | -3.9% | -5.0% |
| 30D | -10.4% | -4.6% | -5.8% | -9.1% |
| 3M | -15.8% | +7.9% | -23.7% | -18.2% |
| 6M | -33.4% | +19.9% | -53.3% | -37.8% |
| YTD | -41.0% | +21.7% | -62.7% | -45.2% |
| 1Y | -49.1% | +38.4% | -87.5% | -54.9% |
| 3Y | -59.8% | +187.0% | -246.8% | -73.2% |
| 5Y | -75.5% | +99.5% | -175.0% | -80.8% |
| All | -75.5% | +96.1% | -171.6% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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