-9.9%
CCI vs LEN
-25.9%
+16.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +1.1% |
| 7D | +0.2% | -2.9% | +3.0% | +0.8% |
| 30D | +0.5% | -8.9% | +9.4% | +2.6% |
| 3M | -16.3% | -10.9% | -5.4% | -14.5% |
| 6M | -13.9% | -19.7% | +5.7% | -10.0% |
| YTD | -12.4% | -20.6% | +8.1% | -8.4% |
| 1Y | -15.2% | -42.4% | +27.2% | -3.6% |
| 3Y | -9.9% | -26.5% | +16.7% | -14.1% |
| All | -9.9% | -25.9% | +16.1% | -14.1% |
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 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