-75.5%
NKE vs CL
+41.5%
-117.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -4.6% | -0.8% | -3.7% | -4.2% |
| 30D | +6.9% | +9.5% | -2.6% | +3.4% |
| 3M | -5.8% | +6.6% | -12.4% | -8.0% |
| 6M | -9.1% | +13.2% | -22.3% | -13.2% |
| YTD | -39.2% | +26.9% | -66.0% | -44.6% |
| 1Y | -39.2% | +27.6% | -66.9% | -44.8% |
| 3Y | -61.8% | +39.1% | -101.0% | -67.9% |
| 5Y | -75.5% | +41.3% | -116.8% | -79.4% |
| All | -75.5% | +41.5% | -117.0% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling