-75.5%
NKE vs CP
+32.2%
-107.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.2% |
| 7D | -5.5% | -2.7% | -2.9% | -4.1% |
| 30D | -10.4% | -3.4% | -7.1% | -8.8% |
| 3M | -15.8% | -0.6% | -15.2% | -15.8% |
| 6M | -33.4% | +6.3% | -39.7% | -36.1% |
| YTD | -41.0% | +21.2% | -62.2% | -47.5% |
| 1Y | -49.1% | +20.0% | -69.1% | -54.5% |
| 3Y | -59.8% | +18.7% | -78.5% | -65.0% |
| 5Y | -75.5% | +34.8% | -110.2% | -80.1% |
| All | -75.5% | +32.2% | -107.6% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling