-63.5%
LUMN vs CAI
-15.9%
-47.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +0.7% |
| 7D | -18.2% | -26.5% | +8.3% | -14.3% |
| 30D | -32.5% | -6.9% | -25.6% | -31.4% |
| 3M | -32.4% | +26.1% | -58.5% | -35.8% |
| 6M | -59.3% | +31.9% | -91.2% | -62.0% |
| YTD | -48.6% | -6.5% | -42.2% | -47.6% |
| 1Y | -63.5% | +2.5% | -66.0% | -63.5% |
| All | -63.5% | -15.9% | -47.7% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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