-24.0%
NKE vs CPB
-45.3%
+21.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -4.2% | -1.8% | -2.4% | -3.9% |
| 30D | -8.2% | -7.1% | -1.1% | -7.1% |
| 3M | -19.1% | -6.0% | -13.0% | -18.3% |
| 6M | -32.6% | -5.3% | -27.4% | -32.2% |
| YTD | -40.7% | -20.8% | -19.9% | -38.8% |
| 1Y | -48.9% | -33.8% | -15.0% | -45.8% |
| 3Y | -59.2% | -43.7% | -15.5% | -56.2% |
| 5Y | -75.3% | -40.7% | -34.6% | -73.7% |
| All | -24.0% | -45.3% | +21.3% | -18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling