-60.4%
LUMN vs CPAY
+1,532.9%
-1,593.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.5% | -2.0% | +4.5% | +3.3% |
| 30D | +10.3% | -0.4% | +10.7% | +10.4% |
| 3M | -18.3% | +16.4% | -34.6% | -23.4% |
| 6M | +4.4% | +23.5% | -19.2% | -5.0% |
| YTD | -10.7% | +35.7% | -46.3% | -22.2% |
| 1Y | +14.0% | +30.2% | -16.2% | +0.2% |
| 3Y | +406.6% | +49.7% | +356.8% | +326.9% |
| 5Y | -36.8% | +56.6% | -93.4% | -48.3% |
| 10Y | -56.2% | +153.8% | -210.0% | -69.6% |
| All | -60.4% | +1,532.9% | -1,593.3% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling