-9.1%
CBRE vs LUMN
-62.6%
+53.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -11.0% | +7.6% | -3.1% |
| 7D | +6.0% | -16.9% | +23.0% | +6.5% |
| 30D | +4.4% | -32.7% | +37.0% | +5.2% |
| 3M | -9.8% | -34.5% | +24.7% | -9.0% |
| 6M | -4.4% | -56.9% | +52.5% | -2.8% |
| YTD | -15.2% | -48.8% | +33.6% | -15.6% |
| 1Y | -9.1% | -63.4% | +54.2% | -9.3% |
| All | -9.1% | -62.6% | +53.5% | -9.3% |
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