-8.5%
NKE vs CLF
+16.9%
-25.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.5% |
| 7D | -1.6% | +10.4% | -11.9% | -1.3% |
| 30D | +7.6% | +0.6% | +7.1% | +7.3% |
| 3M | -6.9% | +4.1% | -11.0% | -7.2% |
| 6M | -8.5% | +15.1% | -23.6% | -7.6% |
| All | -8.5% | +16.9% | -25.4% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling