-74.8%
NKE vs CVS
+33.7%
-108.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -5.5% | -2.0% | -3.6% | -5.3% |
| 30D | -10.4% | +1.9% | -12.3% | -10.7% |
| 3M | -15.8% | -2.2% | -13.6% | -15.7% |
| 6M | -33.4% | +26.7% | -60.1% | -35.5% |
| YTD | -41.0% | +22.9% | -63.9% | -42.7% |
| 1Y | -49.1% | +32.9% | -82.0% | -51.1% |
| 3Y | -59.8% | +62.3% | -122.1% | -63.1% |
| All | -74.8% | +33.7% | -108.5% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling