+2,197.2%
CBRE vs LUMN
-20.1%
+2,217.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.4% |
| 7D | -5.0% | +2.5% | -7.5% | -5.5% |
| 30D | -4.7% | +10.3% | -15.0% | -7.1% |
| 3M | +6.5% | -18.3% | +24.8% | +10.3% |
| 6M | +6.1% | +4.4% | +1.7% | +1.7% |
| YTD | -12.6% | -10.7% | -1.9% | -15.1% |
| 1Y | -15.3% | +14.0% | -29.3% | -25.4% |
| 3Y | +64.6% | +406.6% | -342.0% | -40.6% |
| 5Y | +45.0% | -36.8% | +81.8% | +21.1% |
| 10Y | +404.2% | -56.2% | +460.3% | +288.7% |
| All | +2,197.2% | -20.1% | +2,217.3% | +939.1% |
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