+1,350.3%
CRS vs LUMN
-37.8%
+1,388.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | -6.8% | +2.5% | -9.3% | -7.0% |
| 30D | -16.1% | +10.3% | -26.5% | -17.2% |
| 3M | -21.2% | -18.3% | -2.9% | -19.6% |
| 6M | +8.7% | +4.4% | +4.3% | +7.2% |
| YTD | +41.0% | -10.7% | +51.7% | +40.0% |
| 1Y | +82.7% | +14.0% | +68.7% | +74.7% |
| 3Y | +604.8% | +406.6% | +198.2% | +402.0% |
| All | +1,350.3% | -37.8% | +1,388.1% | +1,579.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling