+19.6%
CCI vs LEN
+103.6%
-84.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.9% |
| 7D | -4.4% | -7.8% | +3.4% | -2.5% |
| 30D | +0.3% | -11.0% | +11.3% | +3.1% |
| 3M | -20.0% | -12.8% | -7.2% | -17.7% |
| 6M | -14.5% | -20.2% | +5.7% | -10.4% |
| YTD | -14.9% | -23.0% | +8.2% | -10.3% |
| 1Y | -17.7% | -41.8% | +24.2% | -7.3% |
| 3Y | -12.4% | -28.8% | +16.4% | -7.9% |
| 5Y | -50.1% | -12.6% | -37.5% | -51.3% |
| All | +19.6% | +103.6% | -84.0% | -9.7% |
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