+45.2%
NU vs CPRT
-14.5%
+59.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -0.9% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | +8.2% | +8.2% | 0.0% | +1.6% |
| 3M | +26.3% | +2.3% | +24.0% | +21.7% |
| 6M | +2.2% | -14.7% | +17.0% | +13.7% |
| YTD | -10.4% | -18.2% | +7.8% | +1.5% |
| 1Y | -3.0% | -33.4% | +30.4% | +30.3% |
| 3Y | +120.3% | -28.3% | +148.6% | +160.1% |
| All | +45.2% | -14.5% | +59.7% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling