+24.2%
CCEP vs LUMN
+42.5%
-18.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -3.2% |
| 7D | -3.1% | +12.1% | -15.1% | -2.5% |
| 30D | -2.6% | +11.3% | -13.9% | -2.0% |
| 3M | +14.9% | -31.6% | +46.5% | +13.7% |
| 6M | +2.3% | -2.7% | +5.0% | +2.5% |
| YTD | +17.8% | -12.9% | +30.7% | +17.4% |
| 1Y | +24.2% | +36.2% | -12.0% | +29.6% |
| All | +24.2% | +42.5% | -18.3% | +29.6% |
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