+6,646.7%
CB vs LEN
+2,979.3%
+3,667.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +0.5% | -3.2% | +3.7% | +1.2% |
| 30D | -3.1% | -4.9% | +1.8% | -2.1% |
| 3M | +9.0% | -8.5% | +17.4% | +10.5% |
| 6M | +2.9% | -20.7% | +23.5% | +7.3% |
| YTD | +10.1% | -17.4% | +27.5% | +13.4% |
| 1Y | +22.8% | -38.2% | +61.0% | +34.5% |
| 3Y | +73.8% | -24.9% | +98.7% | +77.3% |
| 5Y | +99.2% | -11.4% | +110.6% | +90.4% |
| 10Y | +218.2% | +110.0% | +108.2% | +133.9% |
| All | +6,646.7% | +2,979.3% | +3,667.3% | +2,036.2% |
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 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