+253.2%
NEE vs CPRT
+410.9%
-157.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | -1.7% | +8.2% | -9.9% | -4.0% |
| 3M | -1.8% | +2.3% | -4.1% | -3.0% |
| 6M | -8.8% | -14.7% | +5.9% | -5.5% |
| YTD | +5.2% | -18.2% | +23.4% | +9.9% |
| 1Y | +21.3% | -33.4% | +54.7% | +34.3% |
| 3Y | +35.2% | -28.3% | +63.5% | +43.0% |
| 5Y | +10.1% | -9.8% | +20.0% | +5.5% |
| 10Y | +253.2% | +412.4% | -159.2% | +146.3% |
| All | +253.2% | +410.9% | -157.7% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling