+771.2%
NKE vs CLS
+3,455.2%
-2,684.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.4% | -1.6% |
| 7D | -0.1% | +12.8% | -12.8% | -1.9% |
| 30D | -7.7% | +3.8% | -11.5% | -8.6% |
| 3M | -10.9% | -14.6% | +3.7% | -10.2% |
| 6M | -31.9% | +32.2% | -64.1% | -36.8% |
| YTD | -38.6% | +11.6% | -50.2% | -42.1% |
| 1Y | -46.9% | +35.1% | -82.0% | -52.3% |
| 3Y | -58.2% | +1,312.5% | -1,370.7% | -76.3% |
| 5Y | -74.0% | +3,542.1% | -3,616.1% | -87.7% |
| 10Y | -21.6% | +2,944.0% | -2,965.6% | -63.9% |
| All | +771.2% | +3,455.2% | -2,684.0% | +172.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling