-58.2%
NKE vs CLF
-14.9%
-43.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -0.1% | +6.5% | -6.6% | -0.9% |
| 30D | -7.7% | +0.2% | -7.9% | -7.8% |
| 3M | -10.9% | -3.1% | -7.9% | -11.0% |
| 6M | -31.9% | +25.0% | -56.9% | -35.0% |
| YTD | -38.6% | -7.5% | -31.2% | -39.2% |
| 1Y | -46.9% | +11.5% | -58.4% | -49.9% |
| 3Y | -58.2% | -13.7% | -44.5% | -62.2% |
| All | -58.2% | -14.9% | -43.3% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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