-28.1%
CCJ vs LUMN
-62.6%
+34.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -11.0% | +6.3% | -1.9% |
| 7D | -18.2% | -16.9% | -1.2% | -14.3% |
| 30D | -26.5% | -32.7% | +6.1% | -19.1% |
| 3M | -27.5% | -34.5% | +7.0% | -20.1% |
| 6M | -40.3% | -56.9% | +16.6% | -27.6% |
| YTD | -25.3% | -48.8% | +23.5% | -13.3% |
| 1Y | -28.1% | -63.4% | +35.2% | -13.3% |
| All | -28.1% | -62.6% | +34.5% | -13.3% |
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