-7.4%
CDE vs LEN
-17.9%
+10.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.3% |
| 7D | -2.0% | -3.4% | +1.4% | +0.2% |
| 30D | +15.7% | -5.7% | +21.4% | +19.8% |
| 3M | +30.5% | -12.2% | +42.7% | +40.5% |
| 6M | -7.4% | -18.3% | +10.9% | +2.7% |
| All | -7.4% | -17.9% | +10.6% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling