+8.3%
CNP vs LUMN
-59.3%
+67.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.9% | +2.4% | -3.6% |
| 7D | -1.3% | -6.9% | +5.6% | -1.4% |
| 30D | +8.7% | -20.5% | +29.2% | +8.3% |
| 3M | -0.7% | -33.4% | +32.7% | -1.5% |
| 6M | -4.2% | -52.1% | +47.9% | -5.3% |
| YTD | +8.9% | -42.5% | +51.3% | +8.2% |
| 1Y | +8.3% | -57.6% | +65.9% | +5.5% |
| All | +8.3% | -59.3% | +67.6% | +5.5% |
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