-24.0%
NKE vs CMI
+516.5%
-540.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | -4.2% | -0.7% | -3.5% | -3.9% |
| 30D | -8.2% | -12.4% | +4.2% | -3.0% |
| 3M | -19.1% | -14.8% | -4.3% | -14.5% |
| 6M | -32.6% | +0.8% | -33.4% | -35.3% |
| YTD | -40.7% | +10.2% | -50.9% | -46.0% |
| 1Y | -48.9% | +37.4% | -86.3% | -58.6% |
| 3Y | -59.2% | +153.3% | -212.5% | -76.4% |
| 5Y | -75.3% | +167.6% | -242.9% | -86.3% |
| All | -24.0% | +516.5% | -540.5% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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