-24.4%
NKE vs CAPR
-78.6%
+54.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +2.0% | -1.9% |
| 7D | -5.5% | -10.6% | +5.0% | -5.4% |
| 30D | -10.4% | +111.2% | -121.6% | -11.3% |
| 3M | -15.8% | -67.2% | +51.4% | -15.5% |
| 6M | -33.4% | -75.1% | +41.7% | -33.0% |
| YTD | -41.0% | -71.2% | +30.2% | -40.7% |
| 1Y | -49.1% | +31.1% | -80.2% | -51.1% |
| 3Y | -59.8% | +31.3% | -91.1% | -62.0% |
| 5Y | -75.5% | +69.4% | -144.9% | -77.1% |
| All | -24.4% | -78.6% | +54.2% | -31.3% |
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