-74.7%
NKE vs CSGP
-66.4%
-8.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.6% |
| 7D | -4.2% | -1.5% | -2.7% | -3.7% |
| 30D | -8.2% | -0.1% | -8.1% | -8.3% |
| 3M | -19.1% | -6.7% | -12.4% | -17.7% |
| 6M | -32.6% | -32.8% | +0.2% | -23.7% |
| YTD | -40.7% | -54.7% | +14.0% | -23.7% |
| 1Y | -48.9% | -65.0% | +16.2% | -27.8% |
| 3Y | -59.2% | -63.0% | +3.8% | -45.2% |
| All | -74.7% | -66.4% | -8.3% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling