-14.9%
CHRW vs LUMN
-62.6%
+47.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.0% | +6.8% | -3.8% |
| 7D | +0.7% | -16.9% | +17.6% | +1.2% |
| 30D | -5.0% | -32.7% | +27.7% | -4.1% |
| 3M | -16.1% | -34.5% | +18.4% | -15.3% |
| 6M | -22.6% | -56.9% | +34.2% | -21.4% |
| YTD | -19.3% | -48.8% | +29.5% | -19.5% |
| 1Y | -14.9% | -63.4% | +48.4% | -13.8% |
| All | -14.9% | -62.6% | +47.7% | -13.8% |
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