-47.4%
NKE vs CME
+8.4%
-55.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -2.0% | -1.6% | -0.4% | -2.0% |
| 30D | -8.6% | +6.2% | -14.8% | -8.5% |
| 3M | -11.0% | +10.4% | -21.5% | -11.8% |
| 6M | -33.2% | -9.5% | -23.7% | -35.8% |
| YTD | -38.1% | +6.0% | -44.2% | -39.1% |
| 1Y | -47.4% | +9.3% | -56.6% | -47.5% |
| All | -47.4% | +8.4% | -55.8% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling