-47.4%
NKE vs CP
+19.9%
-67.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.0% | -2.7% | +0.7% | -1.0% |
| 30D | -8.6% | +0.2% | -8.7% | -8.7% |
| 3M | -11.0% | +2.6% | -13.6% | -12.1% |
| 6M | -33.2% | +6.0% | -39.2% | -35.2% |
| YTD | -38.1% | +24.9% | -63.1% | -44.3% |
| 1Y | -47.4% | +20.1% | -67.5% | -52.0% |
| All | -47.4% | +19.9% | -67.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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