+180.8%
CEG vs LEN
-22.2%
+202.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +4.9% |
| 7D | +8.0% | -3.2% | +11.2% | +8.2% |
| 30D | +12.9% | -4.9% | +17.8% | +13.2% |
| 3M | +13.2% | -8.5% | +21.7% | +13.6% |
| 6M | -7.0% | -20.7% | +13.7% | -6.8% |
| YTD | -15.0% | -17.4% | +2.4% | -14.5% |
| 1Y | -2.7% | -38.2% | +35.5% | -2.7% |
| All | +180.8% | -22.2% | +202.9% | +150.8% |
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 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