+721.2%
NKE vs CSGP
+3,334.4%
-2,613.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.4% |
| 7D | -2.0% | -4.1% | +2.1% | -1.2% |
| 30D | -8.6% | +2.3% | -10.9% | -9.1% |
| 3M | -11.0% | -8.2% | -2.9% | -9.8% |
| 6M | -33.2% | -35.1% | +1.8% | -27.5% |
| YTD | -38.1% | -54.0% | +15.9% | -28.3% |
| 1Y | -47.4% | -65.3% | +18.0% | -35.5% |
| 3Y | -59.8% | -62.6% | +2.8% | -52.0% |
| 5Y | -74.2% | -64.8% | -9.4% | -69.2% |
| 10Y | -23.5% | +45.1% | -68.5% | -29.9% |
| All | +721.2% | +3,334.4% | -2,613.3% | +320.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling