+1,785.7%
CNP vs LUMN
+156.1%
+1,629.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -1.4% | +2.5% | -3.9% | -1.7% |
| 30D | -2.9% | +10.3% | -13.3% | -4.0% |
| 3M | -7.5% | -18.3% | +10.7% | -6.0% |
| 6M | -7.9% | +4.4% | -12.3% | -9.5% |
| YTD | +3.7% | -10.7% | +14.4% | +2.5% |
| 1Y | +4.6% | +14.0% | -9.4% | -0.8% |
| 3Y | +49.1% | +406.6% | -357.4% | -4.1% |
| 5Y | +69.2% | -36.8% | +106.0% | +54.0% |
| 10Y | +136.0% | -56.2% | +192.1% | +112.4% |
| All | +1,785.7% | +156.1% | +1,629.6% | +1,236.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling