-33.4%
CPRT vs LUMN
+385.3%
-418.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.6% |
| 7D | -11.2% | +2.5% | -13.7% | -11.2% |
| 30D | +3.3% | +10.3% | -7.0% | +3.2% |
| 3M | -3.6% | -18.3% | +14.7% | -3.3% |
| 6M | -15.8% | +4.4% | -20.1% | -16.0% |
| YTD | -23.5% | -10.7% | -12.8% | -23.7% |
| 1Y | -38.8% | +14.0% | -52.7% | -39.3% |
| 3Y | -33.4% | +406.6% | -440.0% | -36.0% |
| All | -33.4% | +385.3% | -418.8% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling