-46.9%
NKE vs CSGP
-66.0%
+19.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.4% |
| 7D | -0.1% | -5.1% | +5.1% | +1.1% |
| 30D | -7.7% | +0.3% | -8.0% | -7.7% |
| 3M | -10.9% | -9.1% | -1.8% | -9.9% |
| 6M | -31.9% | -37.3% | +5.4% | -26.3% |
| YTD | -38.6% | -54.9% | +16.3% | -29.8% |
| 1Y | -46.9% | -65.5% | +18.6% | -37.5% |
| All | -46.9% | -66.0% | +19.0% | -37.5% |
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