+247.7%
NEM vs CPRT
-27.3%
+275.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.2% |
| 7D | +3.9% | +0.4% | +3.5% | +3.8% |
| 30D | +12.7% | +9.9% | +2.8% | +11.0% |
| 3M | +28.7% | +5.6% | +23.0% | +27.4% |
| 6M | +9.8% | -13.6% | +23.4% | +12.8% |
| YTD | +28.1% | -16.7% | +44.8% | +32.4% |
| 1Y | +69.3% | -33.1% | +102.5% | +82.9% |
| 3Y | +247.7% | -27.1% | +274.7% | +261.0% |
| All | +247.7% | -27.3% | +275.0% | +261.0% |
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