-3.1%
CMG vs LUMN
-37.8%
+34.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -2.1% | +2.5% | -4.6% | -2.2% |
| 30D | +10.9% | +10.3% | +0.6% | +10.4% |
| 3M | +15.8% | -18.3% | +34.1% | +16.6% |
| 6M | +6.9% | +4.4% | +2.6% | +6.1% |
| YTD | -2.2% | -10.7% | +8.5% | -2.7% |
| 1Y | -7.1% | +14.0% | -21.0% | -9.0% |
| 3Y | -7.1% | +406.6% | -413.7% | -19.2% |
| All | -3.1% | -37.8% | +34.8% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling