-47.4%
NKE vs CNP
+7.2%
-54.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -2.0% | +1.1% | -3.1% | -1.9% |
| 30D | -8.6% | -1.8% | -6.8% | -8.7% |
| 3M | -11.0% | -4.6% | -6.4% | -11.3% |
| 6M | -33.2% | -8.8% | -24.4% | -33.4% |
| YTD | -38.1% | +5.2% | -43.4% | -38.1% |
| 1Y | -47.4% | +8.3% | -55.7% | -46.4% |
| All | -47.4% | +7.2% | -54.6% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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