+818.7%
NKE vs CME
+7,387.0%
-6,568.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -0.1% | -2.9% | +2.8% | +0.8% |
| 30D | -7.7% | +5.5% | -13.2% | -9.2% |
| 3M | -10.9% | +11.0% | -21.9% | -14.0% |
| 6M | -31.9% | -9.7% | -22.2% | -30.2% |
| YTD | -38.6% | +4.9% | -43.5% | -40.1% |
| 1Y | -46.9% | +10.1% | -57.0% | -49.1% |
| 3Y | -58.2% | +53.5% | -111.7% | -64.6% |
| 5Y | -74.0% | +77.2% | -151.2% | -79.1% |
| 10Y | -21.6% | +282.1% | -303.7% | -51.2% |
| All | +818.7% | +7,387.0% | -6,568.2% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling