-58.6%
NKE vs CI
+4.5%
-63.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | -2.3% | -1.1% | -1.2% | -2.2% |
| 30D | -10.4% | +0.5% | -10.8% | -10.4% |
| 3M | -15.5% | -5.2% | -10.3% | -15.2% |
| 6M | -32.6% | +4.3% | -37.0% | -33.0% |
| YTD | -39.8% | +2.8% | -42.6% | -40.1% |
| 1Y | -47.6% | -5.8% | -41.8% | -47.5% |
| All | -58.6% | +4.5% | -63.2% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling