+73.5%
NEE vs CPRT
-30.7%
+104.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | +2.2% | +1.6% | +0.5% | +2.0% |
| 30D | +12.3% | +18.8% | -6.5% | +10.5% |
| 3M | +3.4% | +9.4% | -6.0% | +2.3% |
| 6M | -5.3% | -4.4% | -0.9% | -5.3% |
| YTD | +10.6% | -17.1% | +27.7% | +12.1% |
| 1Y | +6.5% | -19.9% | +26.4% | +8.4% |
| 3Y | +73.5% | -30.5% | +104.0% | +76.0% |
| All | +73.5% | -30.7% | +104.3% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling