-59.2%
NKE vs CLX
-36.5%
-22.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -4.2% | -5.7% | +1.5% | -2.5% |
| 30D | -8.2% | -17.0% | +8.8% | -3.0% |
| 3M | -19.1% | -9.7% | -9.4% | -16.7% |
| 6M | -32.6% | -19.8% | -12.8% | -28.5% |
| YTD | -40.7% | -9.8% | -30.9% | -39.4% |
| 1Y | -48.9% | -26.2% | -22.7% | -44.8% |
| 3Y | -59.2% | -36.2% | -23.1% | -53.2% |
| All | -59.2% | -36.5% | -22.8% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling