-74.7%
NKE vs CTVA
+102.9%
-177.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -4.2% | -4.5% | +0.3% | -2.9% |
| 30D | -8.2% | +11.3% | -19.5% | -11.0% |
| 3M | -19.1% | +12.3% | -31.4% | -22.2% |
| 6M | -32.6% | +7.2% | -39.8% | -34.6% |
| YTD | -40.7% | +26.0% | -66.7% | -45.4% |
| 1Y | -48.9% | +16.0% | -64.9% | -51.8% |
| 3Y | -59.2% | +73.9% | -133.1% | -67.0% |
| All | -74.7% | +102.9% | -177.7% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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