+7,131.2%
CB vs LEN
+3,190.7%
+3,940.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.1% |
| 7D | +0.2% | +2.1% | -1.8% | -0.3% |
| 30D | +9.1% | +16.6% | -7.5% | +5.1% |
| 3M | +3.4% | +5.3% | -1.9% | +1.7% |
| 6M | +14.1% | -0.8% | +14.9% | +13.1% |
| YTD | +18.0% | -11.7% | +29.8% | +19.3% |
| 1Y | +30.1% | -24.6% | +54.7% | +35.9% |
| 3Y | +71.8% | -18.7% | +90.5% | +71.7% |
| 5Y | +101.8% | -4.4% | +106.3% | +89.0% |
| 10Y | +252.1% | +152.2% | +100.0% | +147.5% |
| All | +7,131.2% | +3,190.7% | +3,940.5% | +2,146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling