-9.8%
NKE vs CSGP
+72.5%
-82.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.1% | +2.5% |
| 7D | +1.9% | -1.8% | +3.8% | +2.6% |
| 30D | +14.9% | +5.3% | +9.6% | +12.0% |
| 3M | -3.4% | +3.3% | -6.7% | -5.6% |
| 6M | -7.9% | -4.7% | -3.2% | -8.1% |
| YTD | -35.8% | -53.5% | +17.8% | -17.9% |
| 1Y | -32.6% | -53.7% | +21.2% | -13.9% |
| 3Y | -60.0% | -59.7% | -0.3% | -47.8% |
| 5Y | -74.9% | -62.5% | -12.4% | -67.2% |
| 10Y | -9.8% | +67.3% | -77.0% | -20.7% |
| All | -9.8% | +72.5% | -82.3% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling