+6,047.1%
CF vs LUMN
-36.9%
+6,083.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -2.0% | -1.4% | -0.5% | -1.7% |
| 30D | +15.3% | +6.7% | +8.5% | +14.0% |
| 3M | +24.3% | -17.6% | +41.9% | +27.1% |
| 6M | +23.9% | +1.6% | +22.3% | +20.7% |
| YTD | +77.3% | -12.4% | +89.6% | +73.6% |
| 1Y | +58.7% | +10.9% | +47.8% | +46.3% |
| 3Y | +72.8% | +379.6% | -306.8% | -13.6% |
| 5Y | +228.8% | -38.0% | +266.7% | +200.4% |
| 10Y | +604.2% | -57.0% | +661.2% | +536.8% |
| All | +6,047.1% | -36.9% | +6,083.9% | +4,042.6% |
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