-56.5%
LUMN vs CPAY
+155.2%
-211.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.5% | -2.0% | +4.5% | +3.4% |
| 30D | +10.3% | -0.4% | +10.7% | +10.4% |
| 3M | -18.3% | +16.4% | -34.6% | -24.1% |
| 6M | +4.4% | +23.5% | -19.2% | -6.5% |
| YTD | -10.7% | +35.7% | -46.3% | -24.0% |
| 1Y | +14.0% | +30.2% | -16.2% | -1.9% |
| 3Y | +406.6% | +49.7% | +356.8% | +313.4% |
| 5Y | -36.8% | +56.6% | -93.4% | -50.3% |
| All | -56.5% | +155.2% | -211.6% | -70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling