-41.5%
LUMN vs CLBK
+65.5%
-106.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +2.5% | -1.5% | +4.0% | +3.4% |
| 30D | +10.3% | -1.0% | +11.4% | +11.0% |
| 3M | -18.3% | +22.9% | -41.2% | -28.8% |
| 6M | +4.4% | +44.2% | -39.8% | -17.9% |
| YTD | -10.7% | +64.0% | -74.7% | -35.9% |
| 1Y | +14.0% | +65.7% | -51.7% | -19.1% |
| 3Y | +406.6% | +54.1% | +352.5% | +282.3% |
| 5Y | -36.8% | +44.7% | -81.5% | -54.1% |
| All | -41.5% | +65.5% | -106.9% | -60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling