-12.5%
NKE vs CP
+257.3%
-269.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -1.6% | +2.1% | -3.7% | -2.7% |
| 30D | +7.6% | +9.3% | -1.7% | +2.6% |
| 3M | -6.9% | +0.5% | -7.3% | -7.2% |
| 6M | -8.5% | +10.4% | -18.9% | -13.7% |
| YTD | -38.8% | +28.7% | -67.5% | -47.1% |
| 1Y | -40.6% | +33.2% | -73.7% | -49.6% |
| 3Y | -60.9% | +38.4% | -99.3% | -68.3% |
| 5Y | -75.4% | +26.2% | -101.6% | -79.2% |
| All | -12.5% | +257.3% | -269.8% | -55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling