+125.1%
NU vs CPRT
-27.3%
+152.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +1.2% |
| 7D | +6.0% | +0.4% | +5.6% | +5.7% |
| 30D | +10.8% | +9.9% | +0.9% | +5.7% |
| 3M | +32.2% | +5.6% | +26.5% | +27.5% |
| 6M | +5.1% | -13.6% | +18.8% | +12.2% |
| YTD | -8.4% | -16.7% | +8.3% | -1.2% |
| 1Y | +0.7% | -33.1% | +33.9% | +23.7% |
| 3Y | +125.1% | -27.1% | +152.2% | +164.5% |
| All | +125.1% | -27.3% | +152.4% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling