-65.3%
CSGP vs LUMN
+42.5%
-107.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.5% |
| 7D | -4.1% | +12.1% | -16.2% | -3.8% |
| 30D | +2.3% | +11.3% | -9.0% | +2.6% |
| 3M | -8.2% | -31.6% | +23.4% | -8.5% |
| 6M | -35.1% | -2.7% | -32.3% | -35.8% |
| YTD | -54.0% | -12.9% | -41.2% | -54.1% |
| 1Y | -65.3% | +36.2% | -101.5% | -64.8% |
| All | -65.3% | +42.5% | -107.8% | -64.8% |
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 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