-59.4%
NKE vs CG
+44.6%
-104.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.2% |
| 7D | -5.5% | -9.8% | +4.3% | -2.5% |
| 30D | -10.4% | -10.3% | -0.1% | -7.4% |
| 3M | -15.8% | -1.7% | -14.2% | -15.8% |
| 6M | -33.4% | -9.8% | -23.6% | -31.7% |
| YTD | -41.0% | -25.6% | -15.4% | -36.0% |
| 1Y | -49.1% | -32.5% | -16.5% | -43.3% |
| All | -59.4% | +44.6% | -104.0% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling