-74.7%
NKE vs CNC
+10.7%
-85.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -4.2% | -0.9% | -3.2% | -4.1% |
| 30D | -8.2% | -1.0% | -7.2% | -8.1% |
| 3M | -19.1% | +4.5% | -23.6% | -19.3% |
| 6M | -32.6% | +85.2% | -117.9% | -35.2% |
| YTD | -40.7% | +61.4% | -102.1% | -42.6% |
| 1Y | -48.9% | +94.9% | -143.8% | -51.2% |
| 3Y | -59.2% | 0.0% | -59.2% | -59.6% |
| All | -74.7% | +10.7% | -85.5% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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