+17.0%
CCL vs LEN
-28.8%
+45.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -1.5% | -6.4% | +4.8% | +1.9% |
| 30D | +16.5% | +15.6% | +0.8% | +7.0% |
| 3M | +11.2% | -0.8% | +12.0% | +11.3% |
| 6M | +22.6% | +0.4% | +22.2% | +21.2% |
| YTD | +2.6% | -14.1% | +16.7% | +6.9% |
| 1Y | +17.0% | -29.6% | +46.6% | +33.6% |
| All | +17.0% | -28.8% | +45.7% | +33.6% |
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