+225.0%
CP vs LUMN
-55.8%
+280.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -2.6% | +2.5% | -5.1% | -2.8% |
| 30D | -3.7% | +10.3% | -14.1% | -4.5% |
| 3M | +0.1% | -18.3% | +18.4% | +1.3% |
| 6M | +7.8% | +4.4% | +3.5% | +6.7% |
| YTD | +21.7% | -10.7% | +32.4% | +20.9% |
| 1Y | +18.6% | +14.0% | +4.7% | +14.4% |
| 3Y | +17.5% | +406.6% | -389.0% | -13.7% |
| 5Y | +35.4% | -36.8% | +72.2% | +34.9% |
| All | +225.0% | -55.8% | +280.8% | +204.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling