-24.4%
NKE vs CPRT
+392.8%
-417.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | 0.0% |
| 7D | -5.5% | -8.4% | +2.9% | -1.3% |
| 30D | -10.4% | +4.6% | -15.0% | -12.9% |
| 3M | -15.8% | -1.9% | -13.9% | -15.9% |
| 6M | -33.4% | -15.3% | -18.1% | -28.4% |
| YTD | -41.0% | -21.5% | -19.5% | -34.2% |
| 1Y | -49.1% | -36.6% | -12.4% | -36.7% |
| 3Y | -59.8% | -31.2% | -28.6% | -53.6% |
| 5Y | -75.5% | -14.1% | -61.3% | -75.5% |
| All | -24.4% | +392.8% | -417.2% | -61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling