-31.7%
NKE vs CRCL
-33.1%
+1.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +5.2% |
| 7D | +9.0% | -6.8% | +15.8% | +9.1% |
| 30D | +19.2% | -8.6% | +27.8% | +19.3% |
| 3M | -1.5% | +20.3% | -21.8% | -1.4% |
| 6M | -4.2% | -36.3% | +32.1% | -4.4% |
| YTD | -34.8% | -4.0% | -30.8% | -35.5% |
| 1Y | -31.7% | -31.6% | -0.1% | -32.6% |
| All | -31.7% | -33.1% | +1.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 1y: compounded portfolio wealth divided by compounded CRCL 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…
1y analysis · Full analysis span regression · 6 months rolling