+243.0%
CB vs LEN
+166.0%
+77.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.1% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +6.5% | +19.4% | -12.9% | +2.3% |
| 3M | +4.1% | +4.5% | -0.5% | +2.6% |
| 6M | +14.4% | +4.9% | +9.5% | +12.0% |
| YTD | +17.5% | -8.9% | +26.4% | +18.0% |
| 1Y | +27.5% | -23.0% | +50.5% | +32.8% |
| 3Y | +71.6% | -16.7% | +88.3% | +69.4% |
| 5Y | +100.6% | -4.5% | +105.1% | +84.8% |
| 10Y | +243.0% | +162.2% | +80.8% | +122.1% |
| All | +243.0% | +166.0% | +77.0% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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