-21.6%
NKE vs CSGP
+41.1%
-62.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.1% |
| 7D | -0.1% | -5.1% | +5.1% | +1.8% |
| 30D | -7.7% | +0.3% | -8.0% | -7.9% |
| 3M | -10.9% | -9.1% | -1.8% | -8.5% |
| 6M | -31.9% | -37.3% | +5.4% | -20.4% |
| YTD | -38.6% | -54.9% | +16.3% | -20.1% |
| 1Y | -46.9% | -65.5% | +18.6% | -23.9% |
| 3Y | -58.2% | -63.3% | +5.1% | -43.0% |
| 5Y | -74.0% | -65.8% | -8.2% | -64.8% |
| 10Y | -21.6% | +40.1% | -61.7% | -29.8% |
| All | -21.6% | +41.1% | -62.7% | -29.8% |
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