-49.1%
NKE vs CL
+7.6%
-56.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -5.5% | -2.4% | -3.1% | -5.0% |
| 30D | -10.4% | -4.8% | -5.7% | -9.4% |
| 3M | -15.8% | -1.7% | -14.1% | -15.2% |
| 6M | -33.4% | -3.8% | -29.6% | -32.9% |
| YTD | -41.0% | +13.3% | -54.3% | -41.9% |
| 1Y | -49.1% | +8.3% | -57.3% | -50.8% |
| All | -49.1% | +7.6% | -56.7% | -50.8% |
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