-75.5%
NKE vs CHRW
+94.0%
-169.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -5.5% | +4.4% | -9.9% | -6.7% |
| 30D | -10.4% | +5.5% | -15.9% | -11.9% |
| 3M | -15.8% | -17.3% | +1.4% | -12.0% |
| 6M | -33.4% | -12.7% | -20.8% | -31.8% |
| YTD | -41.0% | -4.1% | -36.9% | -41.9% |
| 1Y | -49.1% | +21.2% | -70.3% | -54.0% |
| 3Y | -59.8% | +88.9% | -148.7% | -70.2% |
| 5Y | -75.5% | +93.1% | -168.6% | -81.4% |
| All | -75.5% | +94.0% | -169.5% | -81.4% |
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