-47.4%
NKE vs CMG
-11.4%
-35.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.6% |
| 7D | -2.0% | -2.8% | +0.8% | -1.5% |
| 30D | -8.6% | +7.1% | -15.7% | -9.8% |
| 3M | -11.0% | +31.2% | -42.2% | -16.6% |
| 6M | -33.2% | +0.7% | -33.9% | -33.7% |
| YTD | -38.1% | -0.1% | -38.0% | -38.4% |
| 1Y | -47.4% | -10.7% | -36.6% | -47.8% |
| All | -47.4% | -11.4% | -35.9% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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