+639.7%
CEG vs LEN
-8.6%
+648.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +0.6% |
| 7D | +6.7% | -2.9% | +9.6% | +7.1% |
| 30D | +11.0% | -8.9% | +19.8% | +12.5% |
| 3M | +19.5% | -10.9% | +30.4% | +21.3% |
| 6M | -5.9% | -19.7% | +13.8% | -3.2% |
| YTD | -15.0% | -20.6% | +5.6% | -12.4% |
| 1Y | +0.6% | -42.4% | +43.1% | +7.9% |
| 3Y | +180.6% | -26.5% | +207.2% | +169.6% |
| All | +639.7% | -8.6% | +648.3% | +515.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling