+5,990.1%
NKE vs CLX
+2,294.7%
+3,695.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.4% |
| 7D | -2.3% | -4.9% | +2.6% | -1.0% |
| 30D | -10.4% | -15.8% | +5.5% | -6.1% |
| 3M | -15.5% | -7.9% | -7.5% | -13.7% |
| 6M | -32.6% | -19.0% | -13.6% | -29.1% |
| YTD | -39.8% | -7.9% | -31.9% | -38.9% |
| 1Y | -47.6% | -25.4% | -22.2% | -43.7% |
| 3Y | -59.0% | -35.0% | -24.0% | -54.8% |
| 5Y | -74.9% | -36.8% | -38.2% | -72.6% |
| 10Y | -21.9% | -1.4% | -20.5% | -27.4% |
| All | +5,990.1% | +2,294.7% | +3,695.4% | +1,689.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling