+5,760.6%
CRM vs LUMN
-21.3%
+5,781.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.7% |
| 7D | -4.4% | +2.5% | -7.0% | -4.8% |
| 30D | +28.1% | +10.3% | +17.8% | +26.1% |
| 3M | +48.8% | -18.3% | +67.1% | +52.1% |
| 6M | +28.3% | +4.4% | +23.9% | +25.0% |
| YTD | -6.0% | -10.7% | +4.7% | -7.5% |
| 1Y | +1.4% | +14.0% | -12.5% | -5.8% |
| 3Y | +11.8% | +406.6% | -394.7% | -37.9% |
| 5Y | -2.0% | -36.8% | +34.8% | -7.6% |
| 10Y | +239.6% | -56.2% | +295.8% | +211.3% |
| All | +5,760.6% | -21.3% | +5,781.9% | +3,267.2% |
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 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