+731.1%
NKE vs CHRW
+4,244.2%
-3,513.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -1.3% |
| 7D | -0.1% | +1.9% | -2.0% | -0.6% |
| 30D | -7.7% | +0.9% | -8.6% | -8.0% |
| 3M | -10.9% | -19.9% | +8.9% | -6.0% |
| 6M | -31.9% | -15.8% | -16.1% | -29.4% |
| YTD | -38.6% | -5.6% | -33.0% | -38.9% |
| 1Y | -46.9% | +21.0% | -68.0% | -51.4% |
| 3Y | -58.2% | +86.0% | -144.2% | -67.2% |
| 5Y | -74.0% | +88.6% | -162.7% | -79.8% |
| 10Y | -21.6% | +169.3% | -190.8% | -46.4% |
| All | +731.1% | +4,244.2% | -3,513.1% | +198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling