-59.2%
NKE vs CPNG
-19.3%
-40.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.1% |
| 7D | -4.2% | -1.1% | -3.1% | -4.0% |
| 30D | -8.2% | -7.4% | -0.8% | -6.8% |
| 3M | -19.1% | -12.3% | -6.7% | -17.3% |
| 6M | -32.6% | -19.4% | -13.2% | -30.7% |
| YTD | -40.7% | -35.9% | -4.8% | -35.8% |
| 1Y | -48.9% | -53.4% | +4.5% | -40.0% |
| 3Y | -59.2% | -20.0% | -39.2% | -59.5% |
| All | -59.2% | -19.3% | -40.0% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling