+2,936.1%
NKE vs CPRT
+23,878.7%
-20,942.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -2.0% | +2.2% | -4.2% | -2.5% |
| 30D | -8.6% | +16.6% | -25.2% | -11.7% |
| 3M | -11.0% | +9.6% | -20.6% | -13.1% |
| 6M | -33.2% | -11.1% | -22.1% | -31.8% |
| YTD | -38.1% | -13.9% | -24.3% | -36.4% |
| 1Y | -47.4% | -32.5% | -14.8% | -43.1% |
| 3Y | -59.8% | -25.0% | -34.7% | -57.7% |
| 5Y | -74.2% | -7.4% | -66.8% | -74.1% |
| 10Y | -23.5% | +422.0% | -445.4% | -42.8% |
| All | +2,936.1% | +23,878.7% | -20,942.6% | +1,407.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling