+34.8%
CF vs LEN
-21.9%
+56.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.1% | -11.5% | -2.7% |
| 7D | -6.9% | +10.5% | -17.3% | -4.4% |
| 30D | -3.7% | +24.6% | -28.4% | +1.9% |
| 3M | -5.0% | +6.6% | -11.6% | -3.4% |
| 6M | -10.5% | +10.6% | -21.1% | -7.4% |
| YTD | +46.5% | -8.3% | +54.8% | +49.3% |
| 1Y | +34.8% | -22.5% | +57.3% | +40.4% |
| All | +34.8% | -21.9% | +56.7% | +40.4% |
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