+201.6%
NKE vs CVE
+61.8%
+139.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -0.2% | -16.1% | +15.9% | +2.4% |
| 30D | +12.3% | -10.4% | +22.7% | +13.9% |
| 3M | -7.1% | -2.4% | -4.8% | -7.2% |
| 6M | -10.3% | -4.4% | -5.9% | -10.6% |
| YTD | -37.8% | +64.9% | -102.8% | -43.6% |
| 1Y | -35.6% | +66.0% | -101.6% | -41.7% |
| 3Y | -61.4% | +57.7% | -119.1% | -65.4% |
| 5Y | -76.2% | +144.7% | -220.9% | -80.6% |
| 10Y | -10.7% | +139.2% | -149.9% | -36.4% |
| All | +201.6% | +61.8% | +139.8% | +116.7% |
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 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