-47.4%
NKE vs CRH
-14.7%
-32.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.8% |
| 7D | -2.0% | -1.7% | -0.3% | -1.5% |
| 30D | -8.6% | -5.4% | -3.2% | -6.9% |
| 3M | -11.0% | -11.2% | +0.2% | -7.9% |
| 6M | -33.2% | -15.8% | -17.4% | -30.0% |
| YTD | -38.1% | -23.6% | -14.5% | -32.9% |
| 1Y | -47.4% | -14.6% | -32.8% | -44.0% |
| All | -47.4% | -14.7% | -32.6% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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