-14.0%
CDW vs LEN
-41.8%
+27.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | -4.2% | -3.4% | -0.9% | -3.9% |
| 30D | +4.9% | -5.7% | +10.5% | +5.4% |
| 3M | +7.3% | -12.2% | +19.5% | +8.5% |
| 6M | +19.2% | -18.3% | +37.5% | +22.7% |
| YTD | +6.2% | -20.2% | +26.4% | +10.0% |
| 1Y | -14.0% | -40.1% | +26.0% | -9.3% |
| All | -14.0% | -41.8% | +27.8% | -9.3% |
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