-61.1%
NKE vs CMS
+37.0%
-98.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -4.6% | -1.3% | -3.3% | -4.4% |
| 30D | +6.9% | +5.3% | +1.6% | +6.3% |
| 3M | -5.8% | -0.3% | -5.5% | -5.8% |
| 6M | -9.1% | -4.0% | -5.0% | -8.7% |
| YTD | -39.2% | +2.1% | -41.3% | -39.6% |
| 1Y | -39.2% | -4.7% | -34.5% | -39.0% |
| All | -61.1% | +37.0% | -98.1% | -65.1% |
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