-25.6%
CG vs LUMN
+42.5%
-68.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.4% |
| 7D | -4.3% | +12.1% | -16.4% | -5.4% |
| 30D | -5.1% | +11.3% | -16.4% | -6.3% |
| 3M | +8.7% | -31.6% | +40.3% | +13.0% |
| 6M | -9.2% | -2.7% | -6.5% | -9.6% |
| YTD | -18.9% | -12.9% | -6.0% | -19.3% |
| 1Y | -25.6% | +36.2% | -61.9% | -32.5% |
| All | -25.6% | +42.5% | -68.2% | -32.5% |
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