+61.7%
CF vs LEN
-37.1%
+98.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.5% |
| 7D | +6.0% | -3.2% | +9.2% | +5.1% |
| 30D | +14.8% | -4.9% | +19.7% | +13.6% |
| 3M | +14.1% | -8.5% | +22.5% | +12.5% |
| 6M | +28.5% | -20.7% | +49.2% | +30.1% |
| YTD | +74.9% | -17.4% | +92.4% | +74.7% |
| 1Y | +61.7% | -38.2% | +99.9% | +65.1% |
| All | +61.7% | -37.1% | +98.8% | +65.1% |
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