+187.9%
CFG vs LUMN
+385.3%
-197.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.1% |
| 7D | -0.4% | +2.5% | -2.9% | -0.6% |
| 30D | -4.6% | +10.3% | -15.0% | -5.5% |
| 3M | +6.7% | -18.3% | +24.9% | +8.2% |
| 6M | +22.1% | +4.4% | +17.8% | +20.6% |
| YTD | +23.2% | -10.7% | +33.9% | +22.4% |
| 1Y | +40.3% | +14.0% | +26.3% | +34.7% |
| 3Y | +187.9% | +406.6% | -218.7% | +109.1% |
| All | +187.9% | +385.3% | -197.4% | +109.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling