+200.1%
NKE vs CVE
+89.9%
+110.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.7% |
| 7D | -2.0% | +2.5% | -4.5% | -2.4% |
| 30D | -8.6% | +16.7% | -25.3% | -10.9% |
| 3M | -11.0% | +9.3% | -20.3% | -12.6% |
| 6M | -33.2% | +43.6% | -76.8% | -37.6% |
| YTD | -38.1% | +93.6% | -131.7% | -45.1% |
| 1Y | -47.4% | +98.8% | -146.1% | -53.6% |
| 3Y | -59.8% | +73.6% | -133.4% | -64.4% |
| 5Y | -74.2% | +312.5% | -386.7% | -80.6% |
| 10Y | -23.5% | +161.0% | -184.5% | -46.0% |
| All | +200.1% | +89.9% | +110.2% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling