-47.4%
NKE vs COP
+46.5%
-93.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.0% |
| 7D | -2.0% | +3.0% | -5.0% | -1.9% |
| 30D | -8.6% | +17.5% | -26.1% | -8.2% |
| 3M | -11.0% | +13.4% | -24.4% | -10.6% |
| 6M | -33.2% | +17.7% | -51.0% | -33.4% |
| YTD | -38.1% | +46.6% | -84.7% | -41.5% |
| 1Y | -47.4% | +44.6% | -92.0% | -50.3% |
| All | -47.4% | +46.5% | -93.8% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling