-24.0%
NKE vs CI
+144.2%
-168.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -4.2% | -0.1% | -4.1% | -4.2% |
| 30D | -8.2% | +1.8% | -10.0% | -8.6% |
| 3M | -19.1% | -4.2% | -14.8% | -18.3% |
| 6M | -32.6% | +8.8% | -41.5% | -34.6% |
| YTD | -40.7% | +3.7% | -44.5% | -41.8% |
| 1Y | -48.9% | -6.1% | -42.7% | -48.8% |
| 3Y | -59.2% | +4.5% | -63.7% | -61.7% |
| 5Y | -75.3% | +50.5% | -125.9% | -80.1% |
| All | -24.0% | +144.2% | -168.2% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling