-75.3%
NKE vs CLF
-42.8%
-32.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.1% |
| 7D | -1.6% | +10.4% | -11.9% | -3.2% |
| 30D | +7.6% | +0.6% | +7.1% | +6.5% |
| 3M | -6.9% | +4.1% | -11.0% | -8.9% |
| 6M | -8.5% | +15.1% | -23.6% | -13.3% |
| YTD | -38.8% | -4.7% | -34.1% | -40.7% |
| 1Y | -40.6% | +20.4% | -60.9% | -45.2% |
| 3Y | -60.9% | -23.4% | -37.5% | -63.4% |
| All | -75.3% | -42.8% | -32.5% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling