+26.5%
NKE vs CNH
+64.7%
-38.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -2.2% |
| 7D | -2.0% | +23.3% | -25.3% | -8.4% |
| 30D | -8.6% | +33.5% | -42.0% | -16.9% |
| 3M | -11.0% | +32.7% | -43.8% | -19.4% |
| 6M | -33.2% | +22.2% | -55.4% | -38.5% |
| YTD | -38.1% | +57.7% | -95.8% | -47.6% |
| 1Y | -47.4% | +28.0% | -75.3% | -52.5% |
| 3Y | -59.8% | +11.5% | -71.3% | -62.8% |
| 5Y | -74.2% | +11.9% | -86.1% | -76.6% |
| 10Y | -23.5% | +162.8% | -186.2% | -46.8% |
| All | +26.5% | +64.7% | -38.2% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling