+826.1%
NKE vs CNQ
+5,432.5%
-4,606.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -8.2% | +6.2% | -14.4% | -9.4% |
| 3M | -19.1% | +12.4% | -31.4% | -21.3% |
| 6M | -32.6% | +9.0% | -41.7% | -34.3% |
| YTD | -40.7% | +52.2% | -92.9% | -46.1% |
| 1Y | -48.9% | +65.0% | -113.9% | -54.4% |
| 3Y | -59.2% | +78.8% | -138.1% | -64.7% |
| 5Y | -75.3% | +286.0% | -361.3% | -82.0% |
| 10Y | -23.1% | +420.7% | -443.8% | -51.8% |
| All | +826.1% | +5,432.5% | -4,606.4% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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