+155.4%
NEM vs CPRT
-5.9%
+161.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | +0.3% | +2.2% | -1.9% | 0.0% |
| 30D | +23.1% | +16.6% | +6.4% | +20.9% |
| 3M | +18.5% | +9.6% | +8.9% | +17.0% |
| 6M | +7.8% | -11.1% | +18.9% | +9.2% |
| YTD | +29.1% | -13.9% | +43.0% | +31.2% |
| 1Y | +72.7% | -32.5% | +105.2% | +80.7% |
| 3Y | +248.7% | -25.0% | +273.8% | +261.2% |
| All | +155.4% | -5.9% | +161.2% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling