-24.8%
CCL vs LUMN
+42.5%
-67.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.4% |
| 7D | -5.0% | +12.1% | -17.1% | -6.8% |
| 30D | -20.3% | +11.3% | -31.7% | -21.9% |
| 3M | -15.1% | -31.6% | +16.5% | -10.2% |
| 6M | -15.1% | -2.7% | -12.4% | -15.3% |
| YTD | -21.8% | -12.9% | -8.9% | -22.5% |
| 1Y | -24.8% | +36.2% | -61.0% | -27.8% |
| All | -24.8% | +42.5% | -67.3% | -27.8% |
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