+73.2%
CVE vs LUMN
-59.3%
+132.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.9% | -1.8% | -7.5% |
| 7D | -12.1% | -6.9% | -5.2% | -11.9% |
| 30D | -9.8% | -20.5% | +10.7% | -9.3% |
| 3M | -0.7% | -33.4% | +32.7% | +0.2% |
| 6M | -4.3% | -52.1% | +47.8% | -3.2% |
| YTD | +70.6% | -42.5% | +113.1% | +70.4% |
| 1Y | +73.2% | -57.6% | +130.7% | +68.2% |
| All | +73.2% | -59.3% | +132.4% | +68.2% |
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