+10.9%
NEE vs CPRT
-9.0%
+19.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.1% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -0.2% | +9.9% | -10.1% | -2.2% |
| 3M | +0.5% | +5.6% | -5.1% | -0.9% |
| 6M | -6.5% | -13.6% | +7.1% | -4.0% |
| YTD | +6.7% | -16.7% | +23.4% | +10.2% |
| 1Y | +23.6% | -33.1% | +56.7% | +34.4% |
| 3Y | +37.1% | -27.1% | +64.2% | +41.8% |
| 5Y | +10.9% | -9.9% | +20.8% | +1.9% |
| All | +10.9% | -9.0% | +19.9% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling