+12.3%
NKE vs CFG
+396.4%
-384.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.0% | +1.5% | -3.5% | -2.5% |
| 30D | -8.6% | -3.8% | -4.7% | -7.5% |
| 3M | -11.0% | +11.5% | -22.5% | -14.3% |
| 6M | -33.2% | +19.2% | -52.4% | -37.2% |
| YTD | -38.1% | +23.7% | -61.8% | -42.5% |
| 1Y | -47.4% | +38.8% | -86.2% | -53.0% |
| 3Y | -59.8% | +178.9% | -238.7% | -72.0% |
| 5Y | -74.2% | +101.8% | -176.0% | -80.5% |
| 10Y | -23.5% | +317.3% | -340.7% | -58.1% |
| All | +12.3% | +396.4% | -384.1% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling