+807.8%
CCL vs LEN
+10,533.4%
-9,725.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | -5.0% | -3.2% | -1.9% | -4.0% |
| 30D | -20.3% | -4.9% | -15.5% | -18.9% |
| 3M | -15.1% | -8.5% | -6.7% | -12.5% |
| 6M | -15.1% | -20.7% | +5.5% | -7.7% |
| YTD | -21.8% | -17.4% | -4.4% | -16.5% |
| 1Y | -24.8% | -38.2% | +13.5% | -11.7% |
| 3Y | +51.9% | -24.9% | +76.7% | +64.3% |
| 5Y | +4.0% | -11.4% | +15.5% | +7.3% |
| 10Y | -42.2% | +110.0% | -152.3% | -55.2% |
| All | +807.8% | +10,533.4% | -9,725.7% | +125.8% |
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 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