-58.6%
NKE vs CPRT
-28.6%
-30.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.4% |
| 7D | -2.3% | -0.4% | -1.9% | -2.2% |
| 30D | -10.4% | +8.2% | -18.6% | -13.1% |
| 3M | -15.5% | +2.3% | -17.8% | -16.6% |
| 6M | -32.6% | -14.7% | -17.9% | -29.0% |
| YTD | -39.8% | -18.2% | -21.6% | -35.7% |
| 1Y | -47.6% | -33.4% | -14.2% | -39.9% |
| All | -58.6% | -28.6% | -30.0% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling