+74.9%
CB vs LEN
-25.9%
+100.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +2.9% | -5.8% | +8.7% | +3.3% |
| 30D | +7.3% | +13.7% | -6.4% | +6.4% |
| 3M | +9.4% | -3.9% | +13.3% | +9.5% |
| 6M | +19.6% | -0.4% | +20.0% | +19.2% |
| YTD | +21.5% | -16.8% | +38.3% | +22.4% |
| 1Y | +28.0% | -29.5% | +57.5% | +30.7% |
| 3Y | +74.9% | -25.6% | +100.5% | +90.2% |
| All | +74.9% | -25.9% | +100.7% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling