-59.4%
NKE vs COP
+21.9%
-81.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | -5.5% | +1.0% | -6.5% | -5.7% |
| 30D | -10.4% | +9.6% | -20.0% | -11.9% |
| 3M | -15.8% | +15.0% | -30.9% | -18.1% |
| 6M | -33.4% | +21.8% | -55.2% | -36.4% |
| YTD | -41.0% | +49.6% | -90.6% | -47.0% |
| 1Y | -49.1% | +49.9% | -98.9% | -54.4% |
| All | -59.4% | +21.9% | -81.3% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling