+115.6%
CRBG vs LUMN
-22.2%
+137.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | +0.6% | +2.5% | -1.9% | +0.4% |
| 30D | +2.6% | +10.3% | -7.7% | +1.8% |
| 3M | +24.0% | -18.3% | +42.3% | +25.5% |
| 6M | +50.5% | +4.4% | +46.2% | +49.1% |
| YTD | +17.1% | -10.7% | +27.8% | +16.6% |
| 1Y | +5.9% | +14.0% | -8.1% | +2.5% |
| 3Y | +122.7% | +406.6% | -283.8% | +81.6% |
| All | +115.6% | -22.2% | +137.8% | +172.2% |
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