+6,094.5%
NKE vs CP
+7,903.1%
-1,808.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -1.6% | +2.1% | -3.7% | -2.3% |
| 30D | +7.6% | +9.3% | -1.7% | +4.3% |
| 3M | -6.9% | +0.5% | -7.3% | -7.0% |
| 6M | -8.5% | +10.4% | -18.9% | -11.9% |
| YTD | -38.8% | +28.7% | -67.5% | -44.4% |
| 1Y | -40.6% | +33.2% | -73.7% | -46.6% |
| 3Y | -60.9% | +38.4% | -99.3% | -65.6% |
| 5Y | -75.4% | +26.2% | -101.6% | -77.7% |
| 10Y | -13.5% | +258.4% | -271.8% | -45.2% |
| All | +6,094.5% | +7,903.1% | -1,808.7% | +1,207.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling