-59.4%
NKE vs CLS
+1,271.7%
-1,331.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.9% |
| 7D | -5.5% | +5.0% | -10.5% | -5.7% |
| 30D | -10.4% | +4.8% | -15.2% | -10.6% |
| 3M | -15.8% | -10.4% | -5.4% | -15.7% |
| 6M | -33.4% | +20.8% | -54.2% | -34.6% |
| YTD | -41.0% | +10.0% | -51.0% | -42.0% |
| 1Y | -49.1% | +28.5% | -77.6% | -50.9% |
| All | -59.4% | +1,271.7% | -1,331.1% | -68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling