+778.1%
NKE vs CLS
+3,265.4%
-2,487.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -2.0% | +4.6% | -6.6% | -2.7% |
| 30D | -8.6% | -13.9% | +5.3% | -7.1% |
| 3M | -11.0% | -26.6% | +15.5% | -8.4% |
| 6M | -33.2% | +15.4% | -48.6% | -36.8% |
| YTD | -38.1% | +5.7% | -43.8% | -41.1% |
| 1Y | -47.4% | +41.1% | -88.5% | -53.1% |
| 3Y | -59.8% | +1,228.6% | -1,288.4% | -77.0% |
| 5Y | -74.2% | +3,240.6% | -3,314.9% | -87.6% |
| 10Y | -23.5% | +2,760.3% | -2,783.8% | -64.4% |
| All | +778.1% | +3,265.4% | -2,487.3% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling