-41.7%
CCL vs LEN
+103.7%
-145.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.5% |
| 7D | -4.4% | -3.4% | -1.0% | -2.4% |
| 30D | -18.2% | -5.7% | -12.5% | -15.3% |
| 3M | -17.7% | -12.2% | -5.5% | -11.3% |
| 6M | -13.0% | -18.3% | +5.3% | -1.7% |
| YTD | -24.5% | -20.2% | -4.3% | -14.3% |
| 1Y | -26.9% | -40.1% | +13.1% | -2.4% |
| 3Y | +50.8% | -26.2% | +76.9% | +67.4% |
| 5Y | -0.9% | -9.8% | +8.9% | -4.7% |
| 10Y | -41.7% | +109.1% | -150.8% | -70.8% |
| All | -41.7% | +103.7% | -145.4% | -70.8% |
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