-47.4%
NKE vs CPB
-32.6%
-14.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.1% |
| 7D | -2.0% | -8.6% | +6.6% | 0.0% |
| 30D | -8.6% | -7.2% | -1.3% | -7.0% |
| 3M | -11.0% | +0.9% | -11.9% | -11.1% |
| 6M | -33.2% | -11.8% | -21.4% | -32.2% |
| YTD | -38.1% | -19.4% | -18.7% | -36.7% |
| 1Y | -47.4% | -30.4% | -17.0% | -44.8% |
| All | -47.4% | -32.6% | -14.7% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling