-48.9%
NKE vs CLS
+37.8%
-86.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.6% | -6.1% | +0.8% |
| 7D | -4.2% | +10.9% | -15.1% | -3.7% |
| 30D | -8.2% | +2.1% | -10.3% | -8.0% |
| 3M | -19.1% | -10.2% | -8.9% | -19.0% |
| 6M | -32.6% | +30.4% | -63.0% | -31.5% |
| YTD | -40.7% | +17.2% | -57.9% | -40.0% |
| 1Y | -48.9% | +41.0% | -89.9% | -51.0% |
| All | -48.9% | +37.8% | -86.7% | -51.0% |
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