-75.3%
NKE vs CHRW
+58.8%
-134.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -1.6% | +7.3% | -8.8% | -3.4% |
| 30D | +7.6% | -3.6% | +11.2% | +8.4% |
| 3M | -6.9% | -9.6% | +2.7% | -5.1% |
| 6M | -8.5% | -17.0% | +8.5% | -5.7% |
| YTD | -38.8% | -15.4% | -23.4% | -38.1% |
| 1Y | -40.6% | -10.0% | -30.6% | -41.1% |
| 3Y | -60.9% | +82.2% | -143.1% | -71.5% |
| All | -75.3% | +58.8% | -134.1% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling