-24.4%
NKE vs CNH
+157.1%
-181.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.0% |
| 7D | -5.5% | -2.5% | -3.1% | -4.9% |
| 30D | -10.4% | +27.0% | -37.4% | -18.1% |
| 3M | -15.8% | +32.6% | -48.4% | -24.8% |
| 6M | -33.4% | +23.6% | -57.0% | -39.7% |
| YTD | -41.0% | +47.8% | -88.8% | -50.1% |
| 1Y | -49.1% | +21.3% | -70.3% | -53.8% |
| 3Y | -59.8% | +7.0% | -66.8% | -62.7% |
| 5Y | -75.5% | +10.2% | -85.6% | -78.0% |
| All | -24.4% | +157.1% | -181.4% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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