+639.5%
CEG vs LEN
-5.0%
+644.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.0% |
| 7D | +8.0% | -3.2% | +11.2% | +8.5% |
| 30D | +12.9% | -4.9% | +17.8% | +13.7% |
| 3M | +13.2% | -8.5% | +21.7% | +14.4% |
| 6M | -7.0% | -20.7% | +13.7% | -4.2% |
| YTD | -15.0% | -17.4% | +2.4% | -13.0% |
| 1Y | -2.7% | -38.2% | +35.5% | +3.2% |
| 3Y | +184.1% | -24.9% | +208.9% | +172.6% |
| All | +639.5% | -5.0% | +644.4% | +511.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling