+895.8%
CCI vs LEN
+819.7%
+76.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.6% |
| 7D | -0.4% | -3.2% | +2.8% | +0.5% |
| 30D | +2.7% | -4.9% | +7.6% | +4.0% |
| 3M | -18.2% | -8.5% | -9.7% | -16.7% |
| 6M | -14.8% | -20.7% | +5.9% | -10.0% |
| YTD | -12.6% | -17.4% | +4.8% | -9.0% |
| 1Y | -16.7% | -38.2% | +21.5% | -6.4% |
| 3Y | -10.5% | -24.9% | +14.4% | -6.9% |
| 5Y | -51.4% | -11.4% | -40.0% | -52.9% |
| 10Y | +20.0% | +110.0% | -90.0% | -17.4% |
| All | +895.8% | +819.7% | +76.1% | +143.4% |
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