+38.8%
CFG vs LUMN
+42.5%
-3.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +0.1% |
| 7D | +1.5% | +12.1% | -10.6% | +0.8% |
| 30D | -3.8% | +11.3% | -15.2% | -4.5% |
| 3M | +11.5% | -31.6% | +43.1% | +13.9% |
| 6M | +19.2% | -2.7% | +21.9% | +18.6% |
| YTD | +23.7% | -12.9% | +36.6% | +23.1% |
| 1Y | +38.8% | +36.2% | +2.6% | +35.2% |
| All | +38.8% | +42.5% | -3.7% | +35.2% |
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