+290.6%
NEM vs CPRT
-30.7%
+321.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +2.0% | +3.2% |
| 7D | +14.7% | +1.6% | +13.1% | +14.4% |
| 30D | +6.2% | +18.8% | -12.6% | +3.0% |
| 3M | +11.0% | +9.4% | +1.6% | +9.3% |
| 6M | +7.9% | -4.4% | +12.3% | +8.6% |
| YTD | +26.2% | -17.1% | +43.3% | +30.3% |
| 1Y | +51.5% | -19.9% | +71.4% | +57.3% |
| 3Y | +290.6% | -30.5% | +321.1% | +309.6% |
| All | +290.6% | -30.7% | +321.3% | +309.6% |
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