-74.0%
NKE vs CL
+30.0%
-104.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.1% | -1.4% | +1.3% | +0.4% |
| 30D | -7.7% | -5.2% | -2.5% | -5.8% |
| 3M | -10.9% | +3.3% | -14.2% | -11.9% |
| 6M | -31.9% | -4.4% | -27.5% | -30.8% |
| YTD | -38.6% | +13.9% | -52.5% | -41.8% |
| 1Y | -46.9% | +7.6% | -54.6% | -48.6% |
| 3Y | -58.2% | +29.6% | -87.8% | -64.0% |
| 5Y | -74.0% | +28.1% | -102.1% | -77.6% |
| All | -74.0% | +30.0% | -104.0% | -77.6% |
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