-24.0%
NKE vs CHD
+126.1%
-150.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.2% | -4.5% | +0.3% | -2.8% |
| 30D | -8.2% | -6.7% | -1.5% | -6.2% |
| 3M | -19.1% | -2.7% | -16.4% | -18.4% |
| 6M | -32.6% | -4.9% | -27.7% | -31.7% |
| YTD | -40.7% | +13.3% | -54.1% | -43.2% |
| 1Y | -48.9% | +1.0% | -49.9% | -49.3% |
| 3Y | -59.2% | +1.3% | -60.6% | -60.1% |
| 5Y | -75.3% | +20.8% | -96.2% | -77.7% |
| All | -24.0% | +126.1% | -150.1% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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