-48.9%
NKE vs CVS
+32.3%
-81.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | -4.2% | -2.2% | -2.0% | -4.0% |
| 30D | -8.2% | -0.1% | -8.1% | -8.2% |
| 3M | -19.1% | -5.2% | -13.9% | -18.7% |
| 6M | -32.6% | +26.9% | -59.5% | -34.3% |
| YTD | -40.7% | +22.1% | -62.8% | -42.1% |
| 1Y | -48.9% | +30.8% | -79.7% | -52.6% |
| All | -48.9% | +32.3% | -81.1% | -52.6% |
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