+300.2%
CCJ vs LUMN
-37.8%
+338.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | -4.0% | +2.5% | -6.5% | -4.3% |
| 30D | -2.4% | +10.3% | -12.7% | -3.5% |
| 3M | -2.3% | -18.3% | +15.9% | -0.5% |
| 6M | -16.2% | +4.4% | -20.6% | -16.7% |
| YTD | +5.7% | -10.7% | +16.4% | +5.9% |
| 1Y | +21.3% | +14.0% | +7.3% | +18.4% |
| 3Y | +159.4% | +406.6% | -247.2% | +113.1% |
| All | +300.2% | -37.8% | +338.0% | +434.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling