-59.2%
NKE vs CRH
+70.5%
-129.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -4.2% | -6.1% | +1.9% | -2.2% |
| 30D | -8.2% | -9.3% | +1.1% | -5.3% |
| 3M | -19.1% | -15.2% | -3.9% | -14.9% |
| 6M | -32.6% | -14.2% | -18.4% | -29.8% |
| YTD | -40.7% | -28.3% | -12.5% | -34.6% |
| 1Y | -48.9% | -21.8% | -27.1% | -45.2% |
| 3Y | -59.2% | +71.6% | -130.9% | -61.9% |
| All | -59.2% | +70.5% | -129.7% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling