+285.0%
NEE vs CPRT
+370.9%
-86.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -3.4% | -1.5% | -1.9% | -3.0% |
| 30D | +9.0% | +21.4% | -12.3% | +3.7% |
| 3M | +0.2% | +10.4% | -10.2% | -2.9% |
| 6M | -8.5% | -4.3% | -4.2% | -8.3% |
| YTD | +8.6% | -18.3% | +26.8% | +13.2% |
| 1Y | +2.2% | -22.5% | +24.6% | +8.1% |
| 3Y | +69.1% | -34.3% | +103.4% | +83.8% |
| 5Y | +13.0% | -17.8% | +30.8% | +11.4% |
| All | +285.0% | +370.9% | -86.0% | +187.6% |
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