-24.0%
NKE vs COP
+345.8%
-369.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.2% | +2.3% | -6.5% | -4.7% |
| 30D | -8.2% | +8.6% | -16.8% | -10.0% |
| 3M | -19.1% | +19.9% | -38.9% | -22.8% |
| 6M | -32.6% | +19.0% | -51.7% | -36.0% |
| YTD | -40.7% | +50.0% | -90.7% | -47.0% |
| 1Y | -48.9% | +50.5% | -99.4% | -54.4% |
| 3Y | -59.2% | +25.2% | -84.4% | -62.6% |
| 5Y | -75.3% | +194.3% | -269.6% | -82.2% |
| All | -24.0% | +345.8% | -369.8% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling