-24.0%
NKE vs CVS
+41.0%
-65.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -4.2% | -2.2% | -2.0% | -3.7% |
| 30D | -8.2% | -0.1% | -8.1% | -8.2% |
| 3M | -19.1% | -5.2% | -13.9% | -18.3% |
| 6M | -32.6% | +26.9% | -59.5% | -36.4% |
| YTD | -40.7% | +22.1% | -62.8% | -43.8% |
| 1Y | -48.9% | +30.8% | -79.7% | -52.3% |
| 3Y | -59.2% | +54.4% | -113.6% | -64.4% |
| 5Y | -75.3% | +33.4% | -108.7% | -77.8% |
| All | -24.0% | +41.0% | -65.0% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling