-58.2%
NKE vs CMS
+35.3%
-93.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -0.1% | +1.2% | -1.3% | -0.2% |
| 30D | -7.7% | -3.2% | -4.5% | -7.3% |
| 3M | -10.9% | -2.2% | -8.7% | -10.8% |
| 6M | -31.9% | -9.4% | -22.4% | -30.9% |
| YTD | -38.6% | +0.7% | -39.3% | -39.0% |
| 1Y | -46.9% | +0.4% | -47.3% | -47.4% |
| 3Y | -58.2% | +35.2% | -93.3% | -62.9% |
| All | -58.2% | +35.3% | -93.5% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 3y: compounded portfolio wealth divided by compounded CMS 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…
3y analysis · Full analysis span regression · 6 months rolling