+561.9%
CAG vs LUMN
+156.1%
+405.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -5.7% | +2.5% | -8.2% | -5.9% |
| 30D | -2.4% | +10.3% | -12.7% | -3.3% |
| 3M | +9.8% | -18.3% | +28.0% | +11.2% |
| 6M | -10.8% | +4.4% | -15.2% | -12.2% |
| YTD | -10.8% | -10.7% | -0.1% | -11.8% |
| 1Y | -19.0% | +14.0% | -32.9% | -22.6% |
| 3Y | -39.7% | +406.6% | -446.3% | -57.8% |
| 5Y | -43.0% | -36.8% | -6.2% | -47.3% |
| 10Y | -36.0% | -56.2% | +20.1% | -41.3% |
| All | +561.9% | +156.1% | +405.8% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling