+6,161.3%
NKE vs CNP
+1,826.3%
+4,335.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | -8.6% | -1.8% | -6.8% | -8.3% |
| 3M | -11.0% | -4.6% | -6.4% | -10.3% |
| 6M | -33.2% | -8.8% | -24.4% | -32.2% |
| YTD | -38.1% | +5.2% | -43.4% | -39.0% |
| 1Y | -47.4% | +8.3% | -55.7% | -48.4% |
| 3Y | -59.8% | +54.9% | -114.7% | -63.5% |
| 5Y | -74.2% | +73.5% | -147.7% | -77.2% |
| 10Y | -23.5% | +139.1% | -162.6% | -37.7% |
| All | +6,161.3% | +1,826.3% | +4,335.0% | +2,343.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling