+287.3%
NEE vs CPRT
+382.0%
-94.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +2.3% | +4.0% | -1.7% | +1.3% |
| 30D | +11.5% | +18.2% | -6.7% | +6.7% |
| 3M | +2.6% | +9.2% | -6.5% | -0.2% |
| 6M | -6.0% | -4.8% | -1.1% | -5.6% |
| YTD | +9.8% | -17.5% | +27.3% | +14.2% |
| 1Y | +4.7% | -22.0% | +26.7% | +10.6% |
| 3Y | +71.0% | -33.7% | +104.8% | +85.5% |
| 5Y | +15.8% | -15.0% | +30.8% | +13.0% |
| 10Y | +287.3% | +385.2% | -97.9% | +189.4% |
| All | +287.3% | +382.0% | -94.7% | +189.4% |
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