-24.0%
NKE vs CNI
+138.2%
-162.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -4.2% | -0.4% | -3.8% | -3.9% |
| 30D | -8.2% | -2.7% | -5.5% | -6.7% |
| 3M | -19.1% | +3.9% | -23.0% | -21.2% |
| 6M | -32.6% | +16.4% | -49.0% | -39.2% |
| YTD | -40.7% | +25.8% | -66.5% | -49.2% |
| 1Y | -48.9% | +32.4% | -81.3% | -57.5% |
| 3Y | -59.2% | +19.1% | -78.3% | -64.6% |
| 5Y | -75.3% | +13.6% | -88.9% | -77.9% |
| All | -24.0% | +138.2% | -162.2% | -53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling