-47.4%
NKE vs CPRT
-31.2%
-16.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.0% | +2.2% | -4.2% | -2.7% |
| 30D | -8.6% | +16.6% | -25.2% | -13.5% |
| 3M | -11.0% | +9.6% | -20.6% | -14.3% |
| 6M | -33.2% | -11.1% | -22.1% | -29.9% |
| YTD | -38.1% | -13.9% | -24.3% | -34.4% |
| 1Y | -47.4% | -32.5% | -14.8% | -38.6% |
| All | -47.4% | -31.2% | -16.1% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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