-75.5%
NKE vs CNP
+66.3%
-141.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.5% |
| 7D | -5.5% | -2.2% | -3.4% | -5.0% |
| 30D | -10.4% | -2.1% | -8.4% | -10.0% |
| 3M | -15.8% | -7.9% | -7.9% | -14.0% |
| 6M | -33.4% | -8.3% | -25.1% | -32.0% |
| YTD | -41.0% | +3.8% | -44.8% | -42.2% |
| 1Y | -49.1% | +5.9% | -54.9% | -50.5% |
| 3Y | -59.8% | +49.3% | -109.1% | -66.7% |
| 5Y | -75.5% | +69.3% | -144.7% | -79.9% |
| All | -75.5% | +66.3% | -141.8% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling