-74.9%
NKE vs CI
+43.3%
-118.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 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% | -15.0% |
| 6M | -32.6% | +4.3% | -37.0% | -33.2% |
| YTD | -39.8% | +2.8% | -42.6% | -40.3% |
| 1Y | -47.6% | -5.8% | -41.8% | -47.5% |
| 3Y | -59.0% | +4.7% | -63.7% | -60.4% |
| 5Y | -74.9% | +42.7% | -117.6% | -77.3% |
| All | -74.9% | +43.3% | -118.3% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling