-74.1%
NKE vs CVE
+317.2%
-391.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.8% |
| 7D | -2.0% | +2.5% | -4.5% | -2.4% |
| 30D | -8.6% | +16.7% | -25.3% | -10.8% |
| 3M | -11.0% | +9.3% | -20.3% | -12.5% |
| 6M | -33.2% | +43.6% | -76.8% | -37.7% |
| YTD | -38.1% | +93.6% | -131.7% | -45.5% |
| 1Y | -47.4% | +98.8% | -146.1% | -54.0% |
| 3Y | -59.8% | +73.6% | -133.4% | -65.0% |
| All | -74.1% | +317.2% | -391.4% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling