-31.7%
CRCL vs LUMN
-57.1%
+25.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.5% | +8.8% | +4.9% |
| 7D | -11.8% | -0.4% | -11.4% | -12.0% |
| 30D | -20.0% | -11.9% | -8.1% | -17.3% |
| 3M | -5.7% | -30.3% | +24.6% | +4.0% |
| 6M | -49.1% | -46.6% | -2.4% | -39.6% |
| YTD | -15.4% | -42.7% | +27.4% | -7.4% |
| 1Y | -31.7% | -51.9% | +20.2% | -18.4% |
| All | -31.7% | -57.1% | +25.4% | -18.4% |
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 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