-59.4%
NKE vs CPB
-43.2%
-16.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.0% |
| 7D | -5.5% | -5.4% | -0.2% | -4.4% |
| 30D | -10.4% | -7.8% | -2.6% | -8.9% |
| 3M | -15.8% | -6.9% | -8.9% | -14.7% |
| 6M | -33.4% | -12.2% | -21.2% | -31.9% |
| YTD | -41.0% | -21.1% | -19.9% | -38.7% |
| 1Y | -49.1% | -33.5% | -15.6% | -45.4% |
| All | -59.4% | -43.2% | -16.3% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling