+642.1%
NKE vs CNI
+6,516.9%
-5,874.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -4.2% | -0.4% | -3.8% | -4.0% |
| 30D | -8.2% | -2.7% | -5.5% | -7.1% |
| 3M | -19.1% | +3.9% | -23.0% | -20.7% |
| 6M | -32.6% | +16.4% | -49.0% | -37.5% |
| YTD | -40.7% | +25.8% | -66.5% | -47.0% |
| 1Y | -48.9% | +32.4% | -81.3% | -55.3% |
| 3Y | -59.2% | +19.1% | -78.3% | -63.0% |
| 5Y | -75.3% | +13.6% | -88.9% | -77.0% |
| 10Y | -23.1% | +136.8% | -159.9% | -48.0% |
| All | +642.1% | +6,516.9% | -5,874.7% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling