-24.0%
NKE vs CG
+314.7%
-338.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.2% |
| 7D | -4.2% | -9.9% | +5.7% | -0.1% |
| 30D | -8.2% | -11.7% | +3.5% | -3.7% |
| 3M | -19.1% | -4.3% | -14.8% | -18.2% |
| 6M | -32.6% | -8.8% | -23.9% | -30.9% |
| YTD | -40.7% | -26.9% | -13.9% | -33.9% |
| 1Y | -48.9% | -35.4% | -13.4% | -40.4% |
| 3Y | -59.2% | +43.0% | -102.3% | -67.7% |
| 5Y | -75.3% | +1.9% | -77.2% | -78.4% |
| All | -24.0% | +314.7% | -338.7% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling