-75.3%
NKE vs CNP
+74.5%
-149.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -1.6% | +1.3% | -2.9% | -1.9% |
| 30D | +7.6% | +3.8% | +3.8% | +6.3% |
| 3M | -6.9% | +2.4% | -9.2% | -7.7% |
| 6M | -8.5% | -1.2% | -7.3% | -8.6% |
| YTD | -38.8% | +9.3% | -48.1% | -41.1% |
| 1Y | -40.6% | +6.4% | -47.0% | -42.3% |
| 3Y | -60.9% | +66.4% | -127.3% | -69.4% |
| All | -75.3% | +74.5% | -149.8% | -80.8% |
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