-12.5%
NKE vs CAPR
-65.7%
+53.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.5% | +0.7% |
| 7D | -1.6% | +5.9% | -7.4% | -1.7% |
| 30D | +7.6% | +44.6% | -37.0% | +7.1% |
| 3M | -6.9% | +126.4% | -133.2% | -8.0% |
| 6M | -8.5% | -68.6% | +60.1% | -8.2% |
| YTD | -38.8% | -67.0% | +28.2% | -38.7% |
| 1Y | -40.6% | +65.2% | -105.7% | -43.1% |
| 3Y | -60.9% | +235.6% | -296.5% | -63.5% |
| 5Y | -75.4% | +175.4% | -250.8% | -77.1% |
| All | -12.5% | -65.7% | +53.2% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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