-63.5%
LUMN vs CLBK
+60.8%
-124.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | -18.2% | +0.6% | -18.9% | -18.4% |
| 30D | -32.5% | +2.9% | -35.4% | -33.1% |
| 3M | -32.4% | +3.0% | -35.3% | -33.3% |
| 6M | -59.3% | +27.3% | -86.6% | -63.6% |
| YTD | -48.6% | +58.0% | -106.6% | -58.9% |
| 1Y | -63.5% | +62.4% | -125.9% | -72.5% |
| All | -63.5% | +60.8% | -124.3% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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