-74.9%
NKE vs CAPR
+76.3%
-151.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.7% | -1.9% |
| 7D | -2.3% | -12.6% | +10.3% | -2.2% |
| 30D | -10.4% | +124.4% | -134.8% | -11.2% |
| 3M | -15.5% | -66.8% | +51.3% | -15.1% |
| 6M | -32.6% | -71.8% | +39.2% | -32.3% |
| YTD | -39.8% | -70.1% | +30.2% | -39.6% |
| 1Y | -47.6% | +33.3% | -80.9% | -49.7% |
| 3Y | -59.0% | +36.7% | -95.7% | -62.4% |
| 5Y | -74.9% | +72.5% | -147.4% | -78.5% |
| All | -74.9% | +76.3% | -151.3% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling