-64.2%
CSGP vs LUMN
+376.2%
-440.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.9% | -1.4% | -5.5% | -6.9% |
| 30D | -5.2% | +6.7% | -12.0% | -5.5% |
| 3M | -13.8% | -17.6% | +3.7% | -13.3% |
| 6M | -36.3% | +1.6% | -38.0% | -36.9% |
| YTD | -56.1% | -12.4% | -43.8% | -56.3% |
| 1Y | -65.8% | +10.9% | -76.7% | -66.6% |
| All | -64.2% | +376.2% | -440.4% | -69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling