-49.1%
NKE vs CP
+20.0%
-69.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -5.5% | -2.7% | -2.9% | -4.5% |
| 30D | -10.4% | -3.4% | -7.1% | -9.3% |
| 3M | -15.8% | -0.6% | -15.2% | -15.7% |
| 6M | -33.4% | +6.3% | -39.7% | -35.6% |
| YTD | -41.0% | +21.2% | -62.2% | -46.3% |
| 1Y | -49.1% | +20.0% | -69.1% | -52.8% |
| All | -49.1% | +20.0% | -69.1% | -52.8% |
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