+4,165.2%
CPRT vs NVMI
+1,995.1%
+2,170.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.7% | -3.4% |
| 7D | +0.4% | +11.7% | -11.3% | -0.6% |
| 30D | +9.9% | -4.0% | +14.0% | +10.2% |
| 3M | +5.6% | -25.8% | +31.4% | +7.6% |
| 6M | -13.6% | -8.3% | -5.3% | -14.2% |
| YTD | -16.7% | +14.8% | -31.6% | -19.2% |
| 1Y | -33.1% | +37.9% | -71.0% | -36.4% |
| 3Y | -27.1% | +216.3% | -243.3% | -37.0% |
| 5Y | -9.9% | +277.2% | -287.0% | -23.8% |
| 10Y | +415.3% | +3,074.3% | -2,659.0% | +273.6% |
| All | +4,165.2% | +1,995.1% | +2,170.2% | +2,480.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling