-60.9%
NKE vs CNH
+29.5%
-90.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -1.6% | +3.0% | -4.6% | -2.5% |
| 30D | +7.6% | -0.6% | +8.2% | +7.6% |
| 3M | -6.9% | +14.6% | -21.5% | -11.8% |
| 6M | -8.5% | +11.8% | -20.3% | -13.6% |
| YTD | -38.8% | +30.4% | -69.2% | -46.2% |
| 1Y | -40.6% | +19.1% | -59.6% | -45.9% |
| 3Y | -60.9% | +30.2% | -91.1% | -64.0% |
| All | -60.9% | +29.5% | -90.4% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling