+95.6%
CVE vs LUMN
-43.6%
+139.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | -1.4% | +3.1% | +1.9% |
| 30D | +11.7% | +6.7% | +5.0% | +10.4% |
| 3M | +18.2% | -17.6% | +35.7% | +21.0% |
| 6M | +48.8% | +1.6% | +47.2% | +45.6% |
| YTD | +99.4% | -12.4% | +111.7% | +96.8% |
| 1Y | +97.9% | +10.9% | +87.0% | +84.2% |
| 3Y | +76.3% | +379.6% | -303.3% | -6.8% |
| 5Y | +344.6% | -38.0% | +382.6% | +334.2% |
| 10Y | +172.5% | -57.0% | +229.5% | +179.3% |
| All | +95.6% | -43.6% | +139.2% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling