+791.9%
CDE vs LEN
-27.3%
+819.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.2% |
| 7D | -3.1% | -4.8% | +1.7% | -1.1% |
| 30D | +9.5% | -6.6% | +16.0% | +12.7% |
| 3M | +25.5% | -15.7% | +41.2% | +34.2% |
| 6M | -7.9% | -16.6% | +8.7% | -1.2% |
| YTD | +15.6% | -21.3% | +36.9% | +25.5% |
| 1Y | +34.0% | -42.0% | +76.1% | +63.4% |
| 3Y | +791.9% | -27.9% | +819.8% | +826.0% |
| All | +791.9% | -27.3% | +819.2% | +826.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling