-12.5%
NKE vs CPRT
+368.4%
-380.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -1.6% | -0.4% | -1.2% | -1.3% |
| 30D | +7.6% | +21.2% | -13.5% | -2.2% |
| 3M | -6.9% | +8.3% | -15.2% | -11.4% |
| 6M | -8.5% | -3.4% | -5.1% | -8.4% |
| YTD | -38.8% | -18.7% | -20.1% | -33.2% |
| 1Y | -40.6% | -23.5% | -17.0% | -33.1% |
| 3Y | -60.9% | -34.2% | -26.8% | -53.7% |
| 5Y | -75.4% | -18.2% | -57.2% | -74.9% |
| All | -12.5% | +368.4% | -380.9% | -53.9% |
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