-47.4%
NKE vs CVS
+35.9%
-83.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.0% | +4.0% | -6.0% | -2.3% |
| 30D | -8.6% | -2.4% | -6.2% | -8.4% |
| 3M | -11.0% | +2.7% | -13.7% | -11.3% |
| 6M | -33.2% | +21.9% | -55.1% | -34.2% |
| YTD | -38.1% | +24.7% | -62.9% | -39.5% |
| 1Y | -47.4% | +35.4% | -82.8% | -49.7% |
| All | -47.4% | +35.9% | -83.3% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 1y: compounded portfolio wealth divided by compounded CVS 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…
1y analysis · Full analysis span regression · 6 months rolling