-24.0%
NKE vs CLX
-3.7%
-20.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -4.2% | -5.7% | +1.5% | -2.8% |
| 30D | -8.2% | -17.0% | +8.8% | -4.0% |
| 3M | -19.1% | -9.7% | -9.4% | -17.1% |
| 6M | -32.6% | -19.8% | -12.8% | -29.3% |
| YTD | -40.7% | -9.8% | -30.9% | -39.6% |
| 1Y | -48.9% | -26.2% | -22.7% | -45.5% |
| 3Y | -59.2% | -36.2% | -23.1% | -55.5% |
| 5Y | -75.3% | -38.3% | -37.0% | -73.4% |
| All | -24.0% | -3.7% | -20.3% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling