+5,990.1%
NKE vs CVS
+1,906.7%
+4,083.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -2.3% | -1.9% | -0.4% | -1.8% |
| 30D | -10.4% | -0.3% | -10.1% | -10.3% |
| 3M | -15.5% | -1.1% | -14.3% | -15.4% |
| 6M | -32.6% | +23.7% | -56.3% | -36.8% |
| YTD | -39.8% | +23.0% | -62.8% | -43.8% |
| 1Y | -47.6% | +37.2% | -84.7% | -52.5% |
| 3Y | -59.0% | +62.4% | -121.4% | -65.8% |
| 5Y | -74.9% | +31.8% | -106.8% | -78.1% |
| 10Y | -21.9% | +41.9% | -63.8% | -35.8% |
| All | +5,990.1% | +1,906.7% | +4,083.4% | +1,862.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling