-31.7%
NKE vs CNI
+37.5%
-69.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +4.5% |
| 7D | +9.0% | +3.7% | +5.2% | +7.6% |
| 30D | +19.2% | +8.1% | +11.1% | +16.1% |
| 3M | -1.5% | +1.9% | -3.3% | -2.1% |
| 6M | -4.2% | +19.2% | -23.4% | -10.5% |
| YTD | -34.8% | +32.7% | -67.5% | -43.2% |
| 1Y | -31.7% | +37.0% | -68.7% | -41.6% |
| All | -31.7% | +37.5% | -69.2% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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