+27.7%
CFG vs LUMN
-62.6%
+90.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -11.0% | +7.8% | -2.3% |
| 7D | -2.2% | -16.9% | +14.7% | -0.9% |
| 30D | +0.4% | -32.7% | +33.0% | +3.2% |
| 3M | -12.6% | -34.5% | +22.0% | -10.0% |
| 6M | +0.6% | -56.9% | +57.5% | +6.5% |
| YTD | +12.4% | -48.8% | +61.2% | +15.9% |
| 1Y | +27.7% | -63.4% | +91.0% | +33.9% |
| All | +27.7% | -62.6% | +90.3% | +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 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