-22.2%
CPRT vs LUMN
-58.0%
+35.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.9% | +10.9% | +5.0% |
| 7D | +12.6% | -6.9% | +19.5% | +12.7% |
| 30D | +18.0% | -20.5% | +38.4% | +17.9% |
| 3M | +11.0% | -33.4% | +44.3% | +10.8% |
| 6M | -2.0% | -52.1% | +50.1% | -2.1% |
| YTD | -16.7% | -42.5% | +25.8% | -18.1% |
| All | -22.2% | -58.0% | +35.8% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling