+386.5%
NEM vs CPRT
+23,878.7%
-23,492.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | +0.3% | +2.2% | -1.9% | +0.1% |
| 30D | +23.1% | +16.6% | +6.4% | +21.5% |
| 3M | +18.5% | +9.6% | +8.9% | +17.4% |
| 6M | +7.8% | -11.1% | +18.9% | +8.7% |
| YTD | +29.1% | -13.9% | +43.0% | +30.5% |
| 1Y | +72.7% | -32.5% | +105.2% | +78.0% |
| 3Y | +248.7% | -25.0% | +273.8% | +255.4% |
| 5Y | +148.7% | -7.4% | +156.1% | +147.4% |
| 10Y | +304.8% | +422.0% | -117.2% | +248.4% |
| All | +386.5% | +23,878.7% | -23,492.2% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling