-5.5%
COF vs LUMN
-63.6%
+58.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -1.5% | -18.2% | +16.8% | +0.6% |
| 30D | +3.0% | -32.5% | +35.5% | +7.1% |
| 3M | -7.9% | -32.4% | +24.5% | -4.5% |
| 6M | +5.2% | -59.3% | +64.5% | +15.0% |
| YTD | -15.7% | -48.6% | +32.9% | -11.7% |
| 1Y | -5.5% | -63.5% | +58.1% | +2.0% |
| All | -5.5% | -63.6% | +58.1% | +2.0% |
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