-28.8%
CPRT vs NUE
+60.7%
-89.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -0.4% | -2.3% | +1.9% | 0.0% |
| 30D | +8.2% | -6.1% | +14.3% | +9.3% |
| 3M | +2.3% | +1.7% | +0.6% | +1.6% |
| 6M | -14.7% | +53.1% | -67.8% | -22.2% |
| YTD | -18.2% | +59.0% | -77.2% | -26.0% |
| 1Y | -33.4% | +85.3% | -118.7% | -41.8% |
| All | -28.8% | +60.7% | -89.6% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling