+6,161.3%
NKE vs CMS
+457.8%
+5,703.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -8.6% | -3.6% | -5.0% | -7.8% |
| 3M | -11.0% | -1.9% | -9.1% | -10.8% |
| 6M | -33.2% | -11.0% | -22.3% | -31.6% |
| YTD | -38.1% | +0.2% | -38.3% | -38.4% |
| 1Y | -47.4% | -1.3% | -46.0% | -47.5% |
| 3Y | -59.8% | +35.9% | -95.7% | -63.1% |
| 5Y | -74.2% | +23.1% | -97.3% | -75.9% |
| 10Y | -23.5% | +117.9% | -141.4% | -37.6% |
| All | +6,161.3% | +457.8% | +5,703.5% | +3,568.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling