+629.3%
NKE vs CNC
+5,399.6%
-4,770.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.0% | -2.3% |
| 7D | -5.5% | -3.9% | -1.7% | -4.9% |
| 30D | -10.4% | +0.8% | -11.2% | -10.6% |
| 3M | -15.8% | +0.1% | -15.9% | -16.1% |
| 6M | -33.4% | +79.7% | -113.1% | -40.5% |
| YTD | -41.0% | +58.9% | -99.9% | -46.4% |
| 1Y | -49.1% | +109.1% | -158.2% | -56.2% |
| 3Y | -59.8% | 0.0% | -59.8% | -62.2% |
| 5Y | -75.5% | +9.5% | -85.0% | -77.7% |
| 10Y | -23.5% | +95.7% | -119.1% | -39.6% |
| All | +629.3% | +5,399.6% | -4,770.4% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling