-61.0%
NKE vs CORZ
+223.2%
-284.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.4% |
| 7D | -4.2% | +0.3% | -4.4% | -4.2% |
| 30D | -8.2% | -14.0% | +5.8% | -7.7% |
| 3M | -19.1% | -34.1% | +15.0% | -17.8% |
| 6M | -32.6% | +8.5% | -41.1% | -33.6% |
| YTD | -40.7% | +23.2% | -63.9% | -42.1% |
| 1Y | -48.9% | +15.4% | -64.2% | -50.2% |
| All | -61.0% | +223.2% | -284.2% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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