-74.7%
NKE vs CRL
-37.1%
-37.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.1% |
| 7D | -4.2% | -3.5% | -0.6% | -3.2% |
| 30D | -8.2% | -2.1% | -6.0% | -7.7% |
| 3M | -19.1% | +48.0% | -67.0% | -28.3% |
| 6M | -32.6% | +64.7% | -97.4% | -42.7% |
| YTD | -40.7% | +39.5% | -80.2% | -47.2% |
| 1Y | -48.9% | +74.2% | -123.1% | -57.7% |
| 3Y | -59.2% | +39.4% | -98.6% | -66.2% |
| All | -74.7% | -37.1% | -37.6% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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