+133.3%
CEG vs LEN
-17.6%
+150.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.2% | +7.3% | +10.4% |
| 7D | +7.3% | +0.6% | +6.7% | +7.3% |
| 30D | -7.4% | +19.4% | -26.8% | -8.0% |
| 3M | +2.5% | +4.5% | -2.1% | +2.2% |
| 6M | -8.8% | +4.9% | -13.7% | -9.1% |
| YTD | -21.5% | -8.9% | -12.6% | -21.5% |
| 1Y | -22.5% | -23.0% | +0.4% | -23.1% |
| 3Y | +133.3% | -16.7% | +150.0% | +106.2% |
| All | +133.3% | -17.6% | +150.9% | +106.2% |
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