+5,587.8%
NEE vs CPRT
+23,878.7%
-18,290.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | +1.9% | +2.2% | -0.3% | +1.7% |
| 30D | -2.2% | +16.6% | -18.8% | -3.9% |
| 3M | -1.2% | +9.6% | -10.8% | -2.4% |
| 6M | -8.6% | -11.1% | +2.6% | -7.7% |
| YTD | +6.2% | -13.9% | +20.1% | +7.5% |
| 1Y | +21.1% | -32.5% | +53.6% | +25.9% |
| 3Y | +36.4% | -25.0% | +61.4% | +39.4% |
| 5Y | +11.4% | -7.4% | +18.7% | +10.5% |
| 10Y | +250.0% | +422.0% | -172.0% | +195.9% |
| All | +5,587.8% | +23,878.7% | -18,290.8% | +3,887.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling