-46.7%
CPB vs LUMN
-55.8%
+9.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | -1.8% | +2.5% | -4.3% | -1.9% |
| 30D | -7.1% | +10.3% | -17.4% | -7.4% |
| 3M | -6.0% | -18.3% | +12.2% | -5.5% |
| 6M | -5.3% | +4.4% | -9.6% | -5.9% |
| YTD | -20.8% | -10.7% | -10.2% | -21.2% |
| 1Y | -33.8% | +14.0% | -47.8% | -35.3% |
| 3Y | -43.7% | +406.6% | -450.3% | -54.2% |
| 5Y | -40.7% | -36.8% | -3.9% | -38.0% |
| All | -46.7% | -55.8% | +9.1% | -46.5% |
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 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