-74.7%
NKE vs CMI
+164.8%
-239.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.5% |
| 3M | -19.1% | -14.8% | -4.3% | -15.0% |
| 6M | -32.6% | +0.8% | -33.4% | -35.7% |
| YTD | -40.7% | +10.2% | -50.9% | -46.5% |
| 1Y | -48.9% | +37.4% | -86.3% | -59.3% |
| 3Y | -59.2% | +153.3% | -212.5% | -77.9% |
| All | -74.7% | +164.8% | -239.5% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling