-74.7%
NKE vs CMG
-4.8%
-69.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.2% | -2.1% | -2.1% | -3.5% |
| 30D | -8.2% | +10.9% | -19.1% | -11.4% |
| 3M | -19.1% | +15.8% | -34.9% | -23.9% |
| 6M | -32.6% | +6.9% | -39.6% | -35.1% |
| YTD | -40.7% | -2.2% | -38.6% | -41.1% |
| 1Y | -48.9% | -7.1% | -41.8% | -49.0% |
| 3Y | -59.2% | -7.1% | -52.1% | -62.5% |
| All | -74.7% | -4.8% | -69.9% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling