+6,094.5%
NKE vs CNP
+1,900.2%
+4,194.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | +7.6% | +3.8% | +3.8% | +6.8% |
| 3M | -6.9% | +2.4% | -9.2% | -7.4% |
| 6M | -8.5% | -1.2% | -7.3% | -8.5% |
| YTD | -38.8% | +9.3% | -48.1% | -40.1% |
| 1Y | -40.6% | +6.4% | -47.0% | -41.5% |
| 3Y | -60.9% | +66.4% | -127.3% | -65.0% |
| 5Y | -75.4% | +75.7% | -151.1% | -78.2% |
| 10Y | -13.5% | +145.1% | -158.6% | -29.9% |
| All | +6,094.5% | +1,900.2% | +4,194.3% | +2,297.9% |
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 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