-40.6%
NKE vs CVE
+62.9%
-103.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.7% |
| 7D | -1.6% | +5.9% | -7.5% | -0.8% |
| 30D | +7.6% | -10.9% | +18.5% | +6.4% |
| 3M | -6.9% | -4.5% | -2.4% | -7.3% |
| 6M | -8.5% | -1.0% | -7.5% | -8.4% |
| YTD | -38.8% | +74.7% | -113.5% | -40.7% |
| 1Y | -40.6% | +65.8% | -106.4% | -41.9% |
| All | -40.6% | +62.9% | -103.5% | -41.9% |
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