-49.1%
NKE vs CPRT
-35.8%
-13.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.6% |
| 7D | -5.5% | -8.4% | +2.9% | -2.8% |
| 30D | -10.4% | +4.6% | -15.0% | -12.1% |
| 3M | -15.8% | -1.9% | -13.9% | -15.7% |
| 6M | -33.4% | -15.3% | -18.1% | -29.3% |
| YTD | -41.0% | -21.5% | -19.5% | -35.7% |
| 1Y | -49.1% | -36.6% | -12.4% | -42.1% |
| All | -49.1% | -35.8% | -13.3% | -42.1% |
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