+36.2%
LUMN vs CPAY
+29.9%
+6.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | +12.1% | +2.1% | +10.0% | +11.8% |
| 30D | +11.3% | +5.5% | +5.8% | +10.5% |
| 3M | -31.6% | +16.6% | -48.2% | -32.8% |
| 6M | -2.7% | +26.7% | -29.4% | -5.9% |
| YTD | -12.9% | +38.4% | -51.2% | -13.3% |
| 1Y | +36.2% | +30.1% | +6.1% | +23.4% |
| All | +36.2% | +29.9% | +6.3% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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