+6,161.3%
NKE vs CI
+7,591.2%
-1,429.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.7% |
| 7D | -2.0% | +1.3% | -3.3% | -2.3% |
| 30D | -8.6% | +4.4% | -13.0% | -9.5% |
| 3M | -11.0% | +0.7% | -11.7% | -11.4% |
| 6M | -33.2% | +0.3% | -33.6% | -33.6% |
| YTD | -38.1% | +3.8% | -41.9% | -39.0% |
| 1Y | -47.4% | -5.5% | -41.9% | -47.4% |
| 3Y | -59.8% | +8.1% | -67.9% | -61.8% |
| 5Y | -74.2% | +42.8% | -117.0% | -77.4% |
| 10Y | -23.5% | +143.9% | -167.3% | -42.4% |
| All | +6,161.3% | +7,591.2% | -1,429.9% | +1,258.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling