-17.1%
CCI vs LEN
-41.0%
+23.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.1% |
| 7D | -0.3% | -4.8% | +4.5% | +0.3% |
| 30D | +2.2% | -6.6% | +8.8% | +3.1% |
| 3M | -16.9% | -15.7% | -1.2% | -15.1% |
| 6M | -11.5% | -16.6% | +5.1% | -9.8% |
| YTD | -12.8% | -21.3% | +8.5% | -9.7% |
| 1Y | -17.1% | -42.0% | +25.0% | -13.1% |
| All | -17.1% | -41.0% | +23.9% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling