-31.7%
NKE vs CI
+21.2%
-52.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.4% | +1.8% | +4.5% |
| 7D | +9.0% | +3.5% | +5.5% | +8.2% |
| 30D | +19.2% | +12.6% | +6.7% | +16.9% |
| 3M | -1.5% | +12.1% | -13.5% | -3.3% |
| 6M | -4.2% | +10.6% | -14.8% | -6.5% |
| YTD | -34.8% | +12.8% | -47.6% | -36.6% |
| 1Y | -31.7% | +18.0% | -49.7% | -35.0% |
| All | -31.7% | +21.2% | -52.9% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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