-36.7%
NKE vs CLBK
+64.7%
-101.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -2.3% | -1.5% | -0.9% | -1.8% |
| 30D | -10.4% | +6.7% | -17.0% | -12.4% |
| 3M | -15.5% | +21.2% | -36.6% | -21.1% |
| 6M | -32.6% | +42.0% | -74.6% | -40.5% |
| YTD | -39.8% | +63.3% | -103.1% | -49.4% |
| 1Y | -47.6% | +65.4% | -113.0% | -56.2% |
| 3Y | -59.0% | +52.5% | -111.5% | -65.9% |
| 5Y | -74.9% | +42.0% | -116.9% | -79.8% |
| All | -36.7% | +64.7% | -101.4% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling