-50.0%
NKE vs CTVA
+210.9%
-260.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.9% |
| 7D | -5.5% | -4.7% | -0.9% | -4.1% |
| 30D | -10.4% | +11.1% | -21.5% | -13.4% |
| 3M | -15.8% | +13.7% | -29.5% | -19.6% |
| 6M | -33.4% | +11.2% | -44.6% | -36.3% |
| YTD | -41.0% | +26.9% | -67.9% | -46.0% |
| 1Y | -49.1% | +18.8% | -67.9% | -52.6% |
| 3Y | -59.8% | +75.9% | -135.7% | -67.9% |
| 5Y | -75.5% | +105.2% | -180.7% | -81.6% |
| All | -50.0% | +210.9% | -260.9% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling