-14.1%
CPRT vs NUE
+142.4%
-156.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.8% |
| 7D | -8.4% | -2.7% | -5.8% | -7.9% |
| 30D | +4.6% | -6.1% | +10.7% | +5.8% |
| 3M | -1.9% | +2.2% | -4.2% | -2.9% |
| 6M | -15.3% | +50.8% | -66.1% | -23.9% |
| YTD | -21.5% | +57.5% | -79.0% | -30.3% |
| 1Y | -36.6% | +82.5% | -119.1% | -45.9% |
| 3Y | -31.2% | +61.7% | -92.9% | -41.1% |
| 5Y | -14.1% | +145.1% | -159.3% | -36.1% |
| All | -14.1% | +142.4% | -156.5% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling