-74.9%
NKE vs CLF
-47.6%
-27.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.7% |
| 7D | -2.3% | -2.7% | +0.3% | -1.9% |
| 30D | -10.4% | -3.2% | -7.2% | -10.0% |
| 3M | -15.5% | -5.0% | -10.5% | -15.5% |
| 6M | -32.6% | +26.6% | -59.2% | -36.9% |
| YTD | -39.8% | -9.0% | -30.9% | -40.5% |
| 1Y | -47.6% | +11.8% | -59.4% | -51.4% |
| 3Y | -59.0% | -15.1% | -43.9% | -62.5% |
| 5Y | -74.9% | -48.2% | -26.7% | -75.6% |
| All | -74.9% | -47.6% | -27.3% | -75.6% |
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