-31.7%
CPRT vs NVMI
+203.1%
-234.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.9% |
| 7D | -8.4% | +3.8% | -12.2% | -8.6% |
| 30D | +4.6% | -7.6% | +12.1% | +5.0% |
| 3M | -1.9% | -28.0% | +26.1% | -0.7% |
| 6M | -15.3% | -15.3% | 0.0% | -16.3% |
| YTD | -21.5% | +11.5% | -32.9% | -25.1% |
| 1Y | -36.6% | +31.6% | -68.2% | -41.1% |
| All | -31.7% | +203.1% | -234.7% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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