-31.7%
NKE vs CHRW
-10.6%
-21.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.2% |
| 7D | +9.0% | +4.9% | +4.1% | +8.2% |
| 30D | +19.2% | -4.8% | +24.0% | +19.9% |
| 3M | -1.5% | -13.1% | +11.7% | +0.2% |
| 6M | -4.2% | -16.3% | +12.2% | -3.3% |
| YTD | -34.8% | -15.8% | -19.0% | -35.8% |
| 1Y | -31.7% | -11.1% | -20.6% | -34.5% |
| All | -31.7% | -10.6% | -21.1% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling