-11.2%
NKE vs CVE
+132.7%
-143.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | +0.5% | -10.0% | +10.5% | +1.9% |
| 30D | +11.4% | -11.9% | +23.3% | +13.2% |
| 3M | -7.2% | -5.9% | -1.2% | -6.8% |
| 6M | -10.7% | -1.6% | -9.1% | -11.3% |
| YTD | -37.7% | +66.3% | -104.0% | -43.3% |
| 1Y | -34.3% | +57.5% | -91.8% | -39.7% |
| 3Y | -60.9% | +65.4% | -126.4% | -65.0% |
| 5Y | -74.8% | +144.2% | -219.0% | -79.2% |
| 10Y | -11.2% | +135.5% | -146.8% | -39.0% |
| All | -11.2% | +132.7% | -143.9% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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