-59.2%
NKE vs CLBK
+52.2%
-111.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -1.5% | -2.7% | -3.8% |
| 30D | -8.2% | -1.0% | -7.2% | -8.0% |
| 3M | -19.1% | +22.9% | -42.0% | -23.7% |
| 6M | -32.6% | +44.2% | -76.8% | -39.3% |
| YTD | -40.7% | +64.0% | -104.7% | -48.4% |
| 1Y | -48.9% | +65.7% | -114.5% | -55.7% |
| 3Y | -59.2% | +54.1% | -113.3% | -64.6% |
| All | -59.2% | +52.2% | -111.5% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling