-49.1%
NKE vs CNH
+20.2%
-69.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.5% |
| 7D | -5.5% | -2.5% | -3.1% | -5.2% |
| 30D | -10.4% | +27.0% | -37.4% | -14.1% |
| 3M | -15.8% | +32.6% | -48.4% | -20.5% |
| 6M | -33.4% | +23.6% | -57.0% | -36.2% |
| YTD | -41.0% | +47.8% | -88.8% | -47.3% |
| 1Y | -49.1% | +21.3% | -70.3% | -54.6% |
| All | -49.1% | +20.2% | -69.3% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling