-31.7%
NKE vs CLS
-28.7%
-3.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -9.1% | +14.3% | +4.5% |
| 7D | +9.0% | -21.1% | +30.1% | +7.2% |
| 30D | +19.2% | -38.2% | +57.5% | +15.6% |
| 3M | -1.5% | -36.3% | +34.8% | -4.0% |
| 6M | -4.2% | -43.8% | +39.6% | -6.7% |
| YTD | -34.8% | -20.0% | -14.7% | -34.6% |
| 1Y | -31.7% | -29.6% | -2.1% | -31.1% |
| All | -31.7% | -28.7% | -3.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling