-24.0%
NKE vs CME
+282.4%
-306.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -4.2% | -1.6% | -2.6% | -3.6% |
| 30D | -8.2% | +5.6% | -13.8% | -10.0% |
| 3M | -19.1% | +5.6% | -24.7% | -20.8% |
| 6M | -32.6% | -8.3% | -24.4% | -31.1% |
| YTD | -40.7% | +4.3% | -45.0% | -42.3% |
| 1Y | -48.9% | +9.1% | -58.0% | -51.3% |
| 3Y | -59.2% | +52.1% | -111.3% | -67.1% |
| 5Y | -75.3% | +79.7% | -155.0% | -81.6% |
| All | -24.0% | +282.4% | -306.4% | -54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling