+6,094.5%
NKE vs CL
+5,512.1%
+582.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.1% |
| 7D | -1.6% | +3.2% | -4.8% | -2.7% |
| 30D | +7.6% | +8.0% | -0.4% | +4.6% |
| 3M | -6.9% | +7.9% | -14.7% | -9.5% |
| 6M | -8.5% | +14.7% | -23.2% | -13.3% |
| YTD | -38.8% | +29.2% | -68.0% | -44.8% |
| 1Y | -40.6% | +29.5% | -70.1% | -46.5% |
| 3Y | -60.9% | +40.7% | -101.6% | -66.3% |
| 5Y | -75.4% | +43.9% | -119.2% | -79.0% |
| 10Y | -13.5% | +87.2% | -100.7% | -34.3% |
| All | +6,094.5% | +5,512.1% | +582.4% | +905.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling