+6,057.0%
NKE vs CLF
+751.2%
+5,305.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -4.6% | +16.0% | -20.5% | -6.5% |
| 30D | +6.9% | +1.6% | +5.2% | +5.9% |
| 3M | -5.8% | +6.7% | -12.5% | -7.6% |
| 6M | -9.1% | +21.1% | -30.2% | -13.3% |
| YTD | -39.2% | -1.6% | -37.6% | -40.8% |
| 1Y | -39.2% | +18.5% | -57.7% | -42.5% |
| 3Y | -61.8% | -21.0% | -40.8% | -63.6% |
| 5Y | -75.5% | -41.4% | -34.1% | -76.2% |
| 10Y | -14.0% | +86.5% | -100.5% | -35.9% |
| All | +6,057.0% | +751.2% | +5,305.8% | +2,081.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling