+7,342.3%
CP vs LUMN
+156.1%
+7,186.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | -2.6% | +2.5% | -5.1% | -2.9% |
| 30D | -3.7% | +10.3% | -14.1% | -5.1% |
| 3M | +0.1% | -18.3% | +18.4% | +2.2% |
| 6M | +7.8% | +4.4% | +3.5% | +5.7% |
| YTD | +21.7% | -10.7% | +32.4% | +20.1% |
| 1Y | +18.6% | +14.0% | +4.7% | +11.1% |
| 3Y | +17.5% | +406.6% | -389.0% | -29.8% |
| 5Y | +35.4% | -36.8% | +72.2% | +19.5% |
| 10Y | +230.2% | -56.2% | +286.4% | +186.6% |
| All | +7,342.3% | +156.1% | +7,186.1% | +4,274.4% |
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