+6,600.9%
CB vs LUMN
+86.7%
+6,514.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -0.7% | +2.5% | -3.2% | -1.0% |
| 30D | -1.2% | +10.3% | -11.5% | -2.5% |
| 3M | +3.8% | -18.3% | +22.0% | +5.7% |
| 6M | +5.8% | +4.4% | +1.4% | +3.3% |
| YTD | +9.4% | -10.7% | +20.0% | +7.3% |
| 1Y | +20.7% | +14.0% | +6.7% | +12.6% |
| 3Y | +70.1% | +406.6% | -336.5% | -1.6% |
| 5Y | +101.4% | -36.8% | +138.2% | +80.8% |
| 10Y | +225.0% | -56.2% | +281.2% | +187.5% |
| All | +6,600.9% | +86.7% | +6,514.2% | +4,208.5% |
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