-74.9%
NKE vs CNH
+12.3%
-87.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.7% |
| 7D | -2.3% | +1.8% | -4.2% | -3.1% |
| 30D | -10.4% | +32.6% | -43.0% | -19.4% |
| 3M | -15.5% | +29.4% | -44.9% | -23.9% |
| 6M | -32.6% | +26.0% | -58.6% | -39.4% |
| YTD | -39.8% | +52.2% | -92.0% | -50.1% |
| 1Y | -47.6% | +23.9% | -71.4% | -52.9% |
| 3Y | -59.0% | +10.1% | -69.1% | -62.1% |
| 5Y | -74.9% | +13.2% | -88.1% | -77.7% |
| All | -74.9% | +12.3% | -87.2% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling