+319.4%
NEM vs CPRT
+410.9%
-91.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.5% |
| 7D | +3.1% | -0.4% | +3.5% | +3.1% |
| 30D | +10.0% | +8.2% | +1.7% | +8.8% |
| 3M | +30.9% | +2.3% | +28.6% | +30.2% |
| 6M | +10.5% | -14.7% | +25.3% | +12.9% |
| YTD | +29.7% | -18.2% | +47.9% | +33.2% |
| 1Y | +71.1% | -33.4% | +104.5% | +81.0% |
| 3Y | +252.1% | -28.3% | +280.4% | +266.6% |
| 5Y | +157.7% | -9.8% | +167.6% | +156.0% |
| 10Y | +319.4% | +412.4% | -93.0% | +199.1% |
| All | +319.4% | +410.9% | -91.6% | +199.1% |
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