-57.8%
NKE vs CP
+21.1%
-78.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -0.1% | +2.4% | -2.5% | -1.1% |
| 30D | -7.7% | -0.5% | -7.1% | -7.5% |
| 3M | -10.9% | +1.4% | -12.4% | -11.7% |
| 6M | -31.9% | +10.3% | -42.2% | -35.3% |
| YTD | -38.6% | +24.3% | -62.9% | -45.0% |
| 1Y | -46.9% | +20.4% | -67.4% | -51.8% |
| All | -57.8% | +21.1% | -78.9% | -63.1% |
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