-60.6%
NKE vs CP
+35.8%
-96.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.4% | -0.7% | -4.7% | -5.0% |
| 30D | +8.4% | +9.6% | -1.2% | +4.0% |
| 3M | -6.3% | +2.2% | -8.5% | -7.3% |
| 6M | -7.8% | +11.1% | -18.9% | -12.5% |
| YTD | -38.3% | +28.2% | -66.4% | -45.5% |
| 1Y | -37.3% | +32.2% | -69.5% | -45.5% |
| All | -60.6% | +35.8% | -96.4% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling