-31.7%
NKE vs CL
+33.4%
-65.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.3% | +1.9% | +4.1% |
| 7D | +9.0% | +7.7% | +1.3% | +6.3% |
| 30D | +19.2% | +15.2% | +4.0% | +14.1% |
| 3M | -1.5% | +7.3% | -8.8% | -3.8% |
| 6M | -4.2% | +17.0% | -21.2% | -7.9% |
| YTD | -34.8% | +28.0% | -62.7% | -38.9% |
| 1Y | -31.7% | +32.1% | -63.8% | -36.8% |
| All | -31.7% | +33.4% | -65.1% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling