+56.1%
CDE vs LUMN
-55.8%
+111.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.9% |
| 7D | -3.1% | +2.5% | -5.6% | -3.5% |
| 30D | +9.5% | +10.3% | -0.9% | +7.8% |
| 3M | +25.5% | -18.3% | +43.7% | +29.0% |
| 6M | -7.9% | +4.4% | -12.3% | -8.9% |
| YTD | +15.6% | -10.7% | +26.2% | +15.9% |
| 1Y | +34.0% | +14.0% | +20.1% | +27.6% |
| 3Y | +791.9% | +406.6% | +385.3% | +446.9% |
| 5Y | +197.7% | -36.8% | +234.5% | +189.8% |
| All | +56.1% | -55.8% | +111.9% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling