-75.5%
NKE vs CME
+76.3%
-151.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -5.5% | -2.4% | -3.2% | -5.0% |
| 30D | -10.4% | +6.2% | -16.6% | -11.6% |
| 3M | -15.8% | +4.4% | -20.2% | -16.8% |
| 6M | -33.4% | -9.6% | -23.8% | -32.3% |
| YTD | -41.0% | +3.8% | -44.8% | -42.2% |
| 1Y | -49.1% | +9.5% | -58.6% | -51.0% |
| 3Y | -59.8% | +51.9% | -111.7% | -67.4% |
| 5Y | -75.5% | +78.7% | -154.2% | -80.9% |
| All | -75.5% | +76.3% | -151.7% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling