+106.9%
NKE vs CPAY
+1,532.9%
-1,426.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -2.0% | -2.2% | -3.5% |
| 30D | -8.2% | -0.4% | -7.8% | -8.1% |
| 3M | -19.1% | +16.4% | -35.4% | -23.7% |
| 6M | -32.6% | +23.5% | -56.2% | -38.3% |
| YTD | -40.7% | +35.7% | -76.4% | -48.0% |
| 1Y | -48.9% | +30.2% | -79.0% | -54.6% |
| 3Y | -59.2% | +49.7% | -109.0% | -66.2% |
| 5Y | -75.3% | +56.6% | -131.9% | -80.2% |
| 10Y | -23.1% | +153.8% | -176.9% | -49.2% |
| All | +106.9% | +1,532.9% | -1,426.0% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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