+1,031.8%
NKE vs CRL
+1,339.8%
-308.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.1% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | -7.7% | +5.0% | -12.6% | -8.9% |
| 3M | -10.9% | +50.6% | -61.5% | -20.5% |
| 6M | -31.9% | +60.9% | -92.8% | -40.8% |
| YTD | -38.6% | +40.7% | -79.4% | -44.9% |
| 1Y | -46.9% | +73.3% | -120.2% | -55.1% |
| 3Y | -58.2% | +40.6% | -98.7% | -64.3% |
| 5Y | -74.0% | -37.0% | -37.0% | -73.4% |
| 10Y | -21.6% | +244.3% | -265.8% | -47.4% |
| All | +1,031.8% | +1,339.8% | -308.0% | +519.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling