-18.7%
CPRT vs NUE
+143.0%
-161.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.2% |
| 7D | -0.4% | +2.8% | -3.1% | -1.0% |
| 30D | +21.2% | -2.1% | +23.3% | +21.4% |
| 3M | +8.3% | -7.3% | +15.6% | +9.4% |
| 6M | -3.4% | +8.9% | -12.2% | -6.2% |
| YTD | -18.7% | +55.6% | -74.3% | -27.8% |
| 1Y | -23.5% | +74.7% | -98.2% | -34.0% |
| 3Y | -34.2% | +71.7% | -105.8% | -44.6% |
| All | -18.7% | +143.0% | -161.7% | -39.3% |
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