+1,323.2%
CRS vs LUMN
-55.8%
+1,379.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | -6.8% | +2.5% | -9.3% | -7.2% |
| 30D | -16.1% | +10.3% | -26.5% | -17.7% |
| 3M | -21.2% | -18.3% | -2.9% | -18.7% |
| 6M | +8.7% | +4.4% | +4.3% | +6.2% |
| YTD | +41.0% | -10.7% | +51.7% | +39.2% |
| 1Y | +82.7% | +14.0% | +68.7% | +69.6% |
| 3Y | +604.8% | +406.6% | +198.2% | +270.2% |
| 5Y | +1,384.7% | -36.8% | +1,421.5% | +1,395.8% |
| All | +1,323.2% | -55.8% | +1,379.0% | +1,214.8% |
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