-12.5%
NKE vs CI
+146.2%
-158.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -1.6% | +1.2% | -2.7% | -1.9% |
| 30D | +7.6% | +2.6% | +5.1% | +6.9% |
| 3M | -6.9% | +7.4% | -14.3% | -8.7% |
| 6M | -8.5% | -0.1% | -8.4% | -8.9% |
| YTD | -38.8% | +9.7% | -48.5% | -40.8% |
| 1Y | -40.6% | +12.1% | -52.7% | -42.9% |
| 3Y | -60.9% | +7.0% | -67.9% | -63.3% |
| 5Y | -75.4% | +49.7% | -125.1% | -80.0% |
| All | -12.5% | +146.2% | -158.7% | -39.0% |
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