-38.8%
CPRT vs NUE
+85.4%
-124.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.6% |
| 7D | -11.2% | -0.6% | -10.6% | -11.2% |
| 30D | +3.3% | -4.6% | +7.9% | +3.7% |
| 3M | -3.6% | -0.3% | -3.3% | -3.9% |
| 6M | -15.8% | +51.9% | -67.6% | -20.9% |
| YTD | -23.5% | +60.0% | -83.5% | -28.1% |
| 1Y | -38.8% | +82.9% | -121.6% | -43.7% |
| All | -38.8% | +85.4% | -124.2% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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