-31.7%
NKE vs CSGP
-53.2%
+21.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.0% | +1.2% | +4.3% |
| 7D | +9.0% | +18.3% | -9.3% | +4.9% |
| 30D | +19.2% | +17.8% | +1.4% | +14.5% |
| 3M | -1.5% | +9.3% | -10.7% | -3.8% |
| 6M | -4.2% | -7.9% | +3.7% | -4.2% |
| YTD | -34.8% | -51.5% | +16.8% | -27.4% |
| 1Y | -31.7% | -53.3% | +21.6% | -22.3% |
| All | -31.7% | -53.2% | +21.5% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling