-23.8%
CPRT vs LUNR
+48.7%
-72.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.6% |
| 7D | -11.2% | -3.1% | -8.1% | -11.2% |
| 30D | +3.3% | -15.3% | +18.7% | +3.4% |
| 3M | -3.6% | -53.2% | +49.6% | -3.1% |
| 6M | -15.8% | -22.2% | +6.5% | -15.8% |
| YTD | -23.5% | -11.6% | -11.9% | -23.7% |
| 1Y | -38.8% | +68.4% | -107.2% | -39.2% |
| 3Y | -33.4% | +216.8% | -250.2% | -34.1% |
| All | -23.8% | +48.7% | -72.5% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 10y: compounded portfolio wealth divided by compounded LUNR 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…
10y analysis · Full analysis span regression · 6 months rolling