+778.4%
CCL vs LUMN
+156.1%
+622.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.8% |
| 7D | -3.2% | +2.5% | -5.7% | -3.8% |
| 30D | -17.8% | +10.3% | -28.1% | -19.9% |
| 3M | -18.7% | -18.3% | -0.4% | -15.6% |
| 6M | -11.4% | +4.4% | -15.8% | -13.9% |
| YTD | -24.3% | -10.7% | -13.6% | -25.2% |
| 1Y | -28.8% | +14.0% | -42.8% | -35.3% |
| 3Y | +49.3% | +406.6% | -357.2% | -34.6% |
| 5Y | +1.6% | -36.8% | +38.4% | -15.5% |
| 10Y | -41.5% | -56.2% | +14.6% | -50.5% |
| All | +778.4% | +156.1% | +622.3% | +237.9% |
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