-74.4%
NKE vs CRH
+94.8%
-169.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -3.5% | -5.6% | +2.1% | -1.1% |
| 30D | -8.1% | -8.4% | +0.3% | -4.6% |
| 3M | -16.7% | -16.1% | -0.6% | -10.5% |
| 6M | -30.0% | -10.2% | -19.8% | -27.6% |
| YTD | -40.3% | -27.9% | -12.4% | -32.1% |
| 1Y | -47.6% | -20.6% | -26.9% | -43.0% |
| 3Y | -59.1% | +68.9% | -128.0% | -70.7% |
| 5Y | -74.4% | +95.7% | -170.1% | -84.0% |
| All | -74.4% | +94.8% | -169.2% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling