-46.9%
NKE vs CVE
+109.0%
-155.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.6% |
| 7D | -0.1% | +0.2% | -0.2% | 0.0% |
| 30D | -7.7% | +17.5% | -25.2% | -6.8% |
| 3M | -10.9% | +16.2% | -27.1% | -10.0% |
| 6M | -31.9% | +47.8% | -79.6% | -32.7% |
| YTD | -38.6% | +98.5% | -137.1% | -40.7% |
| 1Y | -46.9% | +109.8% | -156.7% | -47.7% |
| All | -46.9% | +109.0% | -155.9% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling