-24.0%
NKE vs CRS
+1,392.1%
-1,416.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -4.2% | -6.8% | +2.6% | -2.8% |
| 30D | -8.2% | -16.1% | +7.9% | -4.9% |
| 3M | -19.1% | -21.2% | +2.1% | -15.6% |
| 6M | -32.6% | +8.7% | -41.3% | -34.7% |
| YTD | -40.7% | +41.0% | -81.7% | -46.0% |
| 1Y | -48.9% | +82.7% | -131.5% | -56.5% |
| 3Y | -59.2% | +604.8% | -664.0% | -75.5% |
| 5Y | -75.3% | +1,384.7% | -1,460.0% | -87.9% |
| All | -24.0% | +1,392.1% | -1,416.1% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling