-11.7%
CRS vs LUMN
-63.6%
+51.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -1.7% | -18.2% | +16.6% | +0.6% |
| 30D | -28.8% | -32.5% | +3.7% | -25.5% |
| 3M | -50.0% | -32.4% | -17.6% | -47.8% |
| 6M | -39.2% | -59.3% | +20.1% | -33.2% |
| YTD | -11.4% | -48.6% | +37.2% | -6.7% |
| 1Y | -11.7% | -63.5% | +51.8% | -6.2% |
| All | -11.7% | -63.6% | +51.9% | -6.2% |
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 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