+6,161.3%
NKE vs CLF
+714.0%
+5,447.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.7% | -1.2% |
| 7D | -2.0% | +7.6% | -9.6% | -3.0% |
| 30D | -8.6% | -1.2% | -7.4% | -8.6% |
| 3M | -11.0% | -13.4% | +2.3% | -10.0% |
| 6M | -33.2% | +15.4% | -48.6% | -35.5% |
| YTD | -38.1% | -5.9% | -32.3% | -38.9% |
| 1Y | -47.4% | +18.8% | -66.2% | -50.4% |
| 3Y | -59.8% | -19.4% | -40.4% | -61.4% |
| 5Y | -74.2% | -47.7% | -26.5% | -74.5% |
| 10Y | -23.5% | +130.4% | -153.8% | -44.3% |
| All | +6,161.3% | +714.0% | +5,447.3% | +2,152.0% |
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