-50.3%
CCI vs LEN
-10.6%
-39.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -0.3% | -3.4% | +3.1% | +0.6% |
| 30D | +2.1% | -5.7% | +7.8% | +3.6% |
| 3M | -17.8% | -12.2% | -5.6% | -15.4% |
| 6M | -14.2% | -18.3% | +4.1% | -10.1% |
| YTD | -13.3% | -20.2% | +6.8% | -9.0% |
| 1Y | -16.6% | -40.1% | +23.4% | -5.1% |
| 3Y | -10.8% | -26.2% | +15.4% | -7.7% |
| 5Y | -50.3% | -9.8% | -40.5% | -55.3% |
| All | -50.3% | -10.6% | -39.7% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling