+6,112.4%
NKE vs CPB
+333.3%
+5,779.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | -0.1% | -8.2% | +8.2% | +2.0% |
| 30D | -7.7% | -5.6% | -2.1% | -6.4% |
| 3M | -10.9% | +3.0% | -13.9% | -11.8% |
| 6M | -31.9% | -12.7% | -19.1% | -29.8% |
| YTD | -38.6% | -18.0% | -20.6% | -35.9% |
| 1Y | -46.9% | -31.7% | -15.2% | -42.1% |
| 3Y | -58.2% | -41.0% | -17.2% | -53.3% |
| 5Y | -74.0% | -38.4% | -35.6% | -71.7% |
| 10Y | -21.6% | -45.0% | +23.4% | -15.6% |
| All | +6,112.4% | +333.3% | +5,779.1% | +2,603.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling