+32.9%
NEM vs CPRT
-22.3%
+55.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +0.3% | -1.4% | +1.7% | +0.6% |
| 30D | +1.1% | +21.5% | -20.4% | -1.7% |
| 3M | +1.3% | +9.4% | -8.1% | +0.4% |
| 6M | -1.4% | -3.3% | +1.9% | -0.6% |
| YTD | +19.4% | -17.8% | +37.2% | +23.1% |
| 1Y | +32.9% | -22.2% | +55.1% | +34.2% |
| All | +32.9% | -22.3% | +55.3% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling