-47.4%
NKE vs CPNG
-45.9%
-1.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.8% |
| 7D | -2.0% | -7.4% | +5.4% | -1.2% |
| 30D | -8.6% | -4.4% | -4.1% | -8.2% |
| 3M | -11.0% | -7.5% | -3.5% | -10.9% |
| 6M | -33.2% | -19.9% | -13.3% | -32.9% |
| YTD | -38.1% | -35.2% | -3.0% | -38.3% |
| 1Y | -47.4% | -46.8% | -0.6% | -47.3% |
| All | -47.4% | -45.9% | -1.5% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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