+62.9%
NKE vs CG
+341.4%
-278.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | 0.0% |
| 7D | -0.1% | -1.3% | +1.2% | +0.4% |
| 30D | -7.7% | -3.2% | -4.5% | -6.7% |
| 3M | -10.9% | +6.2% | -17.1% | -13.3% |
| 6M | -31.9% | -4.7% | -27.2% | -31.3% |
| YTD | -38.6% | -20.6% | -18.0% | -34.3% |
| 1Y | -46.9% | -26.4% | -20.6% | -42.0% |
| 3Y | -58.2% | +55.4% | -113.6% | -66.3% |
| 5Y | -74.0% | +9.8% | -83.8% | -77.2% |
| 10Y | -21.6% | +341.4% | -362.9% | -53.7% |
| All | +62.9% | +341.4% | -278.4% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling