-75.4%
NKE vs CSGP
-63.4%
-12.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.7% | +2.2% | -0.9% |
| 7D | -0.2% | +1.3% | -1.5% | -0.6% |
| 30D | +12.3% | +10.7% | +1.6% | +7.7% |
| 3M | -7.1% | +3.3% | -10.4% | -9.2% |
| 6M | -10.3% | -10.3% | 0.0% | -8.7% |
| YTD | -37.8% | -54.6% | +16.7% | -20.5% |
| 1Y | -35.6% | -54.6% | +19.1% | -17.7% |
| 3Y | -61.4% | -60.3% | -1.1% | -49.9% |
| All | -75.4% | -63.4% | -12.0% | -67.5% |
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 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